Raiffeisen Bank International AG .../  AT0000A37637  /

Raiffeisen EE
8/14/2024  12:00:00 AM Chg.+0.002 Bid- Ask- Underlying Strike price Expiration date Option type
0.060EUR +3.45% -
Bid Size: -
-
Ask Size: -
Kapsch TrafficCom AG 10.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1A3Z
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Kapsch TrafficCom AG
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 3/21/2025
Issue date: 9/26/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.45
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -0.12
Time value: 0.07
Break-even: 10.71
Moneyness: 0.88
Premium: 0.21
Premium p.a.: 0.38
Spread abs.: 0.02
Spread %: 39.22%
Delta: 0.43
Theta: 0.00
Omega: 5.32
Rho: 0.02
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.058
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -25.00%
3 Months
  -38.78%
YTD
  -55.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.054
1M High / 1M Low: 0.085 0.054
6M High / 6M Low: 0.123 0.054
High (YTD): 1/12/2024 0.179
Low (YTD): 8/9/2024 0.054
52W High: - -
52W Low: - -
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   0.081
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.90%
Volatility 6M:   89.94%
Volatility 1Y:   -
Volatility 3Y:   -