Raiffeisen Bank International AG .../  AT0000A37835  /

Raiffeisen EE
2024-06-26  12:00:00 AM Chg.0.00 Bid- Ask- Underlying Strike price Expiration date Option type
0.50EUR +0.81% -
Bid Size: -
-
Ask Size: -
ANDRITZ AG 60.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A5F
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.42
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -0.26
Time value: 0.50
Break-even: 65.03
Moneyness: 0.96
Premium: 0.13
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 4.14%
Delta: 0.52
Theta: -0.01
Omega: 5.93
Rho: 0.18
 

Quote data

Open: 0.50
High: 0.50
Low: 0.50
Previous Close: 0.49
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.85%
1 Month  
+35.14%
3 Months
  -7.41%
YTD  
+2.04%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.56 0.49
1M High / 1M Low: 0.70 0.31
6M High / 6M Low: 0.72 0.25
High (YTD): 2024-02-28 0.72
Low (YTD): 2024-04-26 0.25
52W High: - -
52W Low: - -
Avg. price 1W:   0.52
Avg. volume 1W:   0.00
Avg. price 1M:   0.49
Avg. volume 1M:   0.00
Avg. price 6M:   0.49
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.98%
Volatility 6M:   133.54%
Volatility 1Y:   -
Volatility 3Y:   -