Raiffeisen Bank International AG Kauf-OS 26.03.25 BG 40
/ AT0000A378E4
Raiffeisen Bank International AG .../ AT0000A378E4 /
13/09/2024 00:00:00 |
Chg.+0.02 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.12EUR |
+0.65% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
40.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
RC1A5S |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
02/10/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.05 |
Intrinsic value: |
2.98 |
Implied volatility: |
0.52 |
Historic volatility: |
0.25 |
Parity: |
2.98 |
Time value: |
0.13 |
Break-even: |
71.00 |
Moneyness: |
1.74 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
0.65% |
Delta: |
0.96 |
Theta: |
-0.01 |
Omega: |
2.15 |
Rho: |
0.18 |
Quote data
Open: |
3.12 |
High: |
3.12 |
Low: |
3.12 |
Previous Close: |
3.10 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.58% |
1 Month |
|
|
+9.86% |
3 Months |
|
|
+65.96% |
YTD |
|
|
+212.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.12 |
2.93 |
1M High / 1M Low: |
3.21 |
2.82 |
6M High / 6M Low: |
3.21 |
1.51 |
High (YTD): |
05/09/2024 |
3.21 |
Low (YTD): |
17/01/2024 |
0.76 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.04 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.33 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
45.65% |
Volatility 6M: |
|
72.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |