Raiffeisen Bank International AG .../  AT0000A378H7  /

Raiffeisen EE
7/11/2024  12:00:00 AM Chg.+0.20 Bid- Ask- Underlying Strike price Expiration date Option type
1.73EUR +13.07% -
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: 3.80
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 1.41
Implied volatility: 0.38
Historic volatility: 0.24
Parity: 1.41
Time value: 0.33
Break-even: 69.40
Moneyness: 1.27
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.16%
Delta: 0.84
Theta: -0.01
Omega: 3.19
Rho: 0.26
 

Quote data

Open: 1.73
High: 1.73
Low: 1.73
Previous Close: 1.53
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+61.68%
1 Month  
+49.14%
3 Months  
+105.95%
YTD  
+332.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.73 1.53
1M High / 1M Low: 1.73 0.94
6M High / 6M Low: 1.73 0.25
High (YTD): 7/11/2024 1.73
Low (YTD): 1/17/2024 0.25
52W High: - -
52W Low: - -
Avg. price 1W:   1.63
Avg. volume 1W:   0.00
Avg. price 1M:   1.16
Avg. volume 1M:   0.00
Avg. price 6M:   0.80
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.85%
Volatility 6M:   124.69%
Volatility 1Y:   -
Volatility 3Y:   -