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Raiffeisen Bank International AG .../  AT0000A378R6  /

Raiffeisen EE
10/8/2024  12:00:00 AM Chg.-0.02 Bid- Ask- Underlying Strike price Expiration date Option type
0.98EUR -1.52% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 40.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1A53
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.93
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.84
Implied volatility: 0.32
Historic volatility: 0.20
Parity: 0.84
Time value: 0.14
Break-even: 49.82
Moneyness: 1.21
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 2.08%
Delta: 0.86
Theta: -0.01
Omega: 4.24
Rho: 0.14
 

Quote data

Open: 0.98
High: 0.98
Low: 0.98
Previous Close: 0.99
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.03%
1 Month
  -1.01%
3 Months  
+40.00%
YTD  
+237.93%
1 Year  
+415.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.99 0.97
1M High / 1M Low: 1.04 0.87
6M High / 6M Low: 1.14 0.41
High (YTD): 9/2/2024 1.14
Low (YTD): 3/4/2024 0.25
52W High: 9/2/2024 1.14
52W Low: 10/20/2023 0.19
Avg. price 1W:   0.98
Avg. volume 1W:   0.00
Avg. price 1M:   0.96
Avg. volume 1M:   0.00
Avg. price 6M:   0.81
Avg. volume 6M:   0.00
Avg. price 1Y:   0.56
Avg. volume 1Y:   0.00
Volatility 1M:   67.27%
Volatility 6M:   96.75%
Volatility 1Y:   96.25%
Volatility 3Y:   -