Raiffeisen Bank International AG .../  AT0000A378M7  /

Raiffeisen EE
2024-07-29  12:00:00 AM Chg.+0.01 Bid- Ask- Underlying Strike price Expiration date Option type
1.68EUR +0.60% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 32.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A5Z
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.84
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 1.58
Implied volatility: 0.35
Historic volatility: 0.19
Parity: 1.58
Time value: 0.11
Break-even: 48.80
Moneyness: 1.49
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.20%
Delta: 0.95
Theta: -0.01
Omega: 2.70
Rho: 0.18
 

Quote data

Open: 1.68
High: 1.68
Low: 1.68
Previous Close: 1.67
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.66%
1 Month  
+27.27%
3 Months  
+41.18%
YTD  
+150.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.68 1.59
1M High / 1M Low: 1.68 1.49
6M High / 6M Low: 1.68 0.64
High (YTD): 2024-07-29 1.68
Low (YTD): 2024-02-29 0.64
52W High: - -
52W Low: - -
Avg. price 1W:   1.63
Avg. volume 1W:   0.00
Avg. price 1M:   1.59
Avg. volume 1M:   0.00
Avg. price 6M:   1.15
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   33.71%
Volatility 6M:   68.88%
Volatility 1Y:   -
Volatility 3Y:   -