Raiffeisen Bank International AG .../  AT0000A378H7  /

Raiffeisen EE
8/8/2024  12:00:00 AM Chg.-0.02 Bid- Ask- Underlying Strike price Expiration date Option type
1.59EUR -1.24% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 52.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1A5V
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.10
Leverage: Yes

Calculated values

Fair value: 1.41
Intrinsic value: 1.24
Implied volatility: 0.39
Historic volatility: 0.24
Parity: 1.24
Time value: 0.33
Break-even: 67.70
Moneyness: 1.24
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 1.29%
Delta: 0.82
Theta: -0.02
Omega: 3.38
Rho: 0.23
 

Quote data

Open: 1.59
High: 1.59
Low: 1.59
Previous Close: 1.61
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.00%
1 Month  
+48.60%
3 Months  
+44.55%
YTD  
+297.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.61 1.26
1M High / 1M Low: 1.91 1.26
6M High / 6M Low: 1.91 0.38
High (YTD): 7/30/2024 1.91
Low (YTD): 1/17/2024 0.25
52W High: - -
52W Low: - -
Avg. price 1W:   1.46
Avg. volume 1W:   0.00
Avg. price 1M:   1.72
Avg. volume 1M:   0.00
Avg. price 6M:   1.03
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.06%
Volatility 6M:   120.09%
Volatility 1Y:   -
Volatility 3Y:   -