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Raiffeisen Bank International AG .../  AT0000A376U4  /

Raiffeisen EE
01/10/2024  00:00:00 Chg.-0.05 Bid- Ask- Underlying Strike price Expiration date Option type
0.65EUR -6.70% -
Bid Size: -		 -
Ask Size: -		 Flughafen Wien AG 47.50 EUR 21/03/2025 Call
 

Master data

WKN: RC1A4Q
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Flughafen Wien AG
Type: Warrant
Option type: Call
Strike price: 47.50 EUR
Maturity: 21/03/2025
Issue date: 26/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.42
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.39
Implied volatility: 0.32
Historic volatility: 0.19
Parity: 0.39
Time value: 0.30
Break-even: 54.43
Moneyness: 1.08
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 2.97%
Delta: 0.71
Theta: -0.01
Omega: 5.25
Rho: 0.14
 

Quote data

Open: 0.65
High: 0.65
Low: 0.65
Previous Close: 0.70
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -26.97%
3 Months
  -15.58%
YTD
  -24.42%
1 Year
  -24.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.91 0.65
1M High / 1M Low: 0.95 0.65
6M High / 6M Low: 0.95 0.55
High (YTD): 03/09/2024 0.95
Low (YTD): 05/06/2024 0.55
52W High: 09/10/2023 1.03
52W Low: 05/06/2024 0.55
Avg. price 1W:   0.78
Avg. volume 1W:   0.00
Avg. price 1M:   0.88
Avg. volume 1M:   0.00
Avg. price 6M:   0.75
Avg. volume 6M:   0.00
Avg. price 1Y:   0.79
Avg. volume 1Y:   0.00
Volatility 1M:   63.97%
Volatility 6M:   58.02%
Volatility 1Y:   61.11%
Volatility 3Y:   -