Raiffeisen Bank International AG .../  AT0000A37918  /

Raiffeisen EE
31/07/2024  00:00:00 Chg.+0.022 Bid- Ask- Underlying Strike price Expiration date Option type
0.210EUR +11.70% -
Bid Size: -
-
Ask Size: -
OMV AG 42.4114 EUR 21/03/2025 Call
 

Master data

WKN: RC1A6D
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 42.41 EUR
Maturity: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 9.63:1
Exercise type: American
Quanto: -
Gearing: 17.85
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.22
Parity: -0.39
Time value: 0.23
Break-even: 44.58
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 15.38%
Delta: 0.41
Theta: -0.01
Omega: 7.37
Rho: 0.09
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.188
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.48%
1 Month
  -35.58%
3 Months
  -48.28%
YTD
  -30.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.222 0.188
1M High / 1M Low: 0.273 0.188
6M High / 6M Low: 0.566 0.188
High (YTD): 21/05/2024 0.566
Low (YTD): 30/07/2024 0.188
52W High: - -
52W Low: - -
Avg. price 1W:   0.207
Avg. volume 1W:   0.000
Avg. price 1M:   0.234
Avg. volume 1M:   0.000
Avg. price 6M:   0.345
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.41%
Volatility 6M:   109.36%
Volatility 1Y:   -
Volatility 3Y:   -