Raiffeisen Bank International AG .../  AT0000A37BD9  /

Raiffeisen EE
25/07/2024  00:00:00 Chg.-0.005 Bid- Ask- Underlying Strike price Expiration date Option type
0.079EUR -5.95% -
Bid Size: -
-
Ask Size: -
FACC AG INH.AKT. 7.50 EUR 21/03/2025 Call
 

Master data

WKN: RC1A8M
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FACC AG INH.AKT.
Type: Warrant
Option type: Call
Strike price: 7.50 EUR
Maturity: 21/03/2025
Issue date: 04/10/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.25
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.30
Parity: -0.03
Time value: 0.10
Break-even: 8.49
Moneyness: 0.96
Premium: 0.18
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 43.48%
Delta: 0.55
Theta: 0.00
Omega: 4.00
Rho: 0.02
 

Quote data

Open: 0.079
High: 0.079
Low: 0.079
Previous Close: 0.084
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.47%
1 Month
  -47.33%
3 Months  
+41.07%
YTD  
+54.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.106 0.079
1M High / 1M Low: 0.150 0.079
6M High / 6M Low: 0.168 0.043
High (YTD): 11/06/2024 0.168
Low (YTD): 23/01/2024 0.042
52W High: - -
52W Low: - -
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   0.076
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.15%
Volatility 6M:   127.13%
Volatility 1Y:   -
Volatility 3Y:   -