Raiffeisen Bank International AG .../  AT0000A3D5M2  /

Raiffeisen EE
2024-07-11  12:00:00 AM Chg.+0.14 Bid- Ask- Underlying Strike price Expiration date Option type
0.82EUR +20.85% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 65.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1EMK
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 2025-03-21
Issue date: 2024-05-29
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.94
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.11
Implied volatility: 0.32
Historic volatility: 0.24
Parity: 0.11
Time value: 0.72
Break-even: 73.33
Moneyness: 1.02
Premium: 0.11
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 2.46%
Delta: 0.61
Theta: -0.02
Omega: 4.87
Rho: 0.22
 

Quote data

Open: 0.82
High: 0.82
Low: 0.82
Previous Close: 0.68
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+134.29%
1 Month  
+110.26%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.82 0.68
1M High / 1M Low: 0.82 0.27
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.75
Avg. volume 1W:   0.00
Avg. price 1M:   0.41
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   365.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -