Raiffeisen Bank International AG .../  AT0000A3D646  /

Raiffeisen EE
2024-07-24  12:00:00 AM Chg.+0.03 Bid- Ask- Underlying Strike price Expiration date Option type
0.62EUR +4.22% -
Bid Size: -
-
Ask Size: -
Immofinanz AG 24.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1EM2
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Immofinanz AG
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 2025-03-21
Issue date: 2024-05-29
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.46
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.29
Implied volatility: 0.51
Historic volatility: 0.16
Parity: 0.29
Time value: 0.32
Break-even: 30.02
Moneyness: 1.12
Premium: 0.12
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 3.44%
Delta: 0.70
Theta: -0.01
Omega: 3.14
Rho: 0.08
 

Quote data

Open: 0.62
High: 0.62
Low: 0.62
Previous Close: 0.59
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.71%
1 Month  
+67.57%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.62 0.56
1M High / 1M Low: 0.62 0.37
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.58
Avg. volume 1W:   0.00
Avg. price 1M:   0.54
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -