Raiffeisen Bank International AG .../  AT0000A37835  /

Raiffeisen EE
11/07/2024  00:00:00 Chg.+0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.41EUR +1.23% -
Bid Size: -
-
Ask Size: -
ANDRITZ AG 60.00 EUR 21/03/2025 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: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.33
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.23
Parity: -0.38
Time value: 0.42
Break-even: 64.22
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 4.98%
Delta: 0.48
Theta: -0.01
Omega: 6.37
Rho: 0.16
 

Quote data

Open: 0.41
High: 0.41
Low: 0.41
Previous Close: 0.41
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.61%
1 Month
  -34.92%
3 Months
  -22.64%
YTD
  -16.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.41 0.41
1M High / 1M Low: 0.70 0.41
6M High / 6M Low: 0.72 0.25
High (YTD): 28/02/2024 0.72
Low (YTD): 26/04/2024 0.25
52W High: - -
52W Low: - -
Avg. price 1W:   0.41
Avg. volume 1W:   0.00
Avg. price 1M:   0.54
Avg. volume 1M:   0.00
Avg. price 6M:   0.49
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.34%
Volatility 6M:   130.67%
Volatility 1Y:   -
Volatility 3Y:   -