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Raiffeisen Bank International AG .../  AT0000A378E4  /

Raiffeisen EE
18/10/2024  00:00:00 Chg.+0.09 Bid- Ask- Underlying Strike price Expiration date Option type
3.19EUR +2.90% -
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: 2.22
Leverage: Yes

Calculated values

Fair value: 3.17
Intrinsic value: 3.12
Implied volatility: 0.53
Historic volatility: 0.24
Parity: 3.12
Time value: 0.09
Break-even: 72.00
Moneyness: 1.78
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.63%
Delta: 0.97
Theta: -0.01
Omega: 2.16
Rho: 0.16
 

Quote data

Open: 3.19
High: 3.19
Low: 3.19
Previous Close: 3.10
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.93%
1 Month
  -1.85%
3 Months  
+12.32%
YTD  
+219.00%
1 Year  
+343.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.19 3.04
1M High / 1M Low: 3.26 2.67
6M High / 6M Low: 3.26 1.81
High (YTD): 20/09/2024 3.26
Low (YTD): 17/01/2024 0.76
52W High: 20/09/2024 3.26
52W Low: 27/10/2023 0.58
Avg. price 1W:   3.09
Avg. volume 1W:   0.00
Avg. price 1M:   3.01
Avg. volume 1M:   0.00
Avg. price 6M:   2.58
Avg. volume 6M:   0.00
Avg. price 1Y:   1.87
Avg. volume 1Y:   0.00
Volatility 1M:   40.00%
Volatility 6M:   69.21%
Volatility 1Y:   76.62%
Volatility 3Y:   -