Raiffeisen Bank International AG .../  AT0000A3D5N0  /

Raiffeisen EE
10/15/2024  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.61EUR -1.13% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 70.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1EML
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 3/21/2025
Issue date: 5/29/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.14
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.25
Parity: -0.05
Time value: 0.62
Break-even: 76.24
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 3.31%
Delta: 0.56
Theta: -0.02
Omega: 6.19
Rho: 0.14
 

Quote data

Open: 0.61
High: 0.61
Low: 0.61
Previous Close: 0.62
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.09%
1 Month
  -16.44%
3 Months  
+7.02%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.62 0.53
1M High / 1M Low: 0.79 0.43
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.59
Avg. volume 1W:   0.00
Avg. price 1M:   0.62
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -