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Raiffeisen Bank International AG .../  AT0000A375Y8  /

Raiffeisen EE
27/06/2024  00:00:00 Chg.+0.03 Bid- Ask- Underlying Strike price Expiration date Option type
0.76EUR +3.98% -
Bid Size: -		 -
Ask Size: -		 Immofinanz AG 18.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1A3U
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Immofinanz AG
Type: Warrant
Option type: Call
Strike price: 18.00 EUR
Maturity: 21/03/2025
Issue date: 26/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.65
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.85
Implied volatility: 0.56
Historic volatility: 0.16
Parity: 0.85
Time value: 0.15
Break-even: 28.00
Moneyness: 1.47
Premium: 0.06
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.01%
Delta: 0.87
Theta: -0.01
Omega: 2.30
Rho: 0.09
 

Quote data

Open: 0.76
High: 0.76
Low: 0.76
Previous Close: 0.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+5.56%
3 Months  
+20.63%
YTD  
+58.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.76 0.69
6M High / 6M Low: 0.76 0.46
High (YTD): 27/06/2024 0.76
Low (YTD): 29/02/2024 0.46
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.72
Avg. volume 1M:   0.00
Avg. price 6M:   0.60
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   39.80%
Volatility 6M:   38.76%
Volatility 1Y:   -
Volatility 3Y:   -