Raiffeisen Bank International AG .../  AT0000A37819  /

Raiffeisen EE
25/07/2024  00:00:00 Chg.+0.06 Bid- Ask- Underlying Strike price Expiration date Option type
0.87EUR +7.30% -
Bid Size: -
-
Ask Size: -
ANDRITZ AG 52.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1A5D
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.84
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.42
Implied volatility: 0.30
Historic volatility: 0.23
Parity: 0.42
Time value: 0.41
Break-even: 60.21
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 2.50%
Delta: 0.71
Theta: -0.01
Omega: 4.82
Rho: 0.21
 

Quote data

Open: 0.87
High: 0.87
Low: 0.87
Previous Close: 0.81
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.99%
1 Month
  -7.45%
3 Months  
+55.36%
YTD
  -1.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.87 0.77
1M High / 1M Low: 0.96 0.77
6M High / 6M Low: 1.22 0.56
High (YTD): 13/06/2024 1.22
Low (YTD): 26/04/2024 0.56
52W High: - -
52W Low: - -
Avg. price 1W:   0.81
Avg. volume 1W:   0.00
Avg. price 1M:   0.84
Avg. volume 1M:   0.00
Avg. price 6M:   0.90
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.00%
Volatility 6M:   96.35%
Volatility 1Y:   -
Volatility 3Y:   -