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Raiffeisen Bank International AG .../  AT0000A378E4  /

Raiffeisen EE
10/15/2024  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
3.04EUR -0.33% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 40.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.28
Leverage: Yes

Calculated values

Fair value: 3.01
Intrinsic value: 2.95
Implied volatility: 0.54
Historic volatility: 0.25
Parity: 2.95
Time value: 0.10
Break-even: 70.50
Moneyness: 1.74
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.66%
Delta: 0.96
Theta: -0.01
Omega: 2.19
Rho: 0.16
 

Quote data

Open: 3.04
High: 3.04
Low: 3.04
Previous Close: 3.05
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.92%
1 Month
  -2.56%
3 Months  
+10.95%
YTD  
+204.00%
1 Year  
+257.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.05 2.87
1M High / 1M Low: 3.26 2.67
6M High / 6M Low: 3.26 1.60
High (YTD): 9/20/2024 3.26
Low (YTD): 1/17/2024 0.76
52W High: 9/20/2024 3.26
52W Low: 10/27/2023 0.58
Avg. price 1W:   3.00
Avg. volume 1W:   0.00
Avg. price 1M:   3.01
Avg. volume 1M:   0.00
Avg. price 6M:   2.54
Avg. volume 6M:   0.00
Avg. price 1Y:   1.84
Avg. volume 1Y:   0.00
Volatility 1M:   41.12%
Volatility 6M:   70.38%
Volatility 1Y:   77.50%
Volatility 3Y:   -