Raiffeisen Bank International AG .../  AT0000A37835  /

Raiffeisen EE
7/25/2024  12:00:00 AM Chg.+0.04 Bid- Ask- Underlying Strike price Expiration date Option type
0.42EUR +9.56% -
Bid Size: -
-
Ask Size: -
ANDRITZ AG 60.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.07
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.23
Parity: -0.39
Time value: 0.40
Break-even: 63.99
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 5.28%
Delta: 0.47
Theta: -0.01
Omega: 6.60
Rho: 0.15
 

Quote data

Open: 0.42
High: 0.42
Low: 0.42
Previous Close: 0.39
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.53%
1 Month
  -16.00%
3 Months  
+68.00%
YTD
  -14.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.42 0.38
1M High / 1M Low: 0.51 0.38
6M High / 6M Low: 0.72 0.25
High (YTD): 2/28/2024 0.72
Low (YTD): 4/26/2024 0.25
52W High: - -
52W Low: - -
Avg. price 1W:   0.39
Avg. volume 1W:   0.00
Avg. price 1M:   0.42
Avg. volume 1M:   0.00
Avg. price 6M:   0.49
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.15%
Volatility 6M:   127.37%
Volatility 1Y:   -
Volatility 3Y:   -