Raiffeisen Bank International AG .../  AT0000A37918  /

Raiffeisen EE
9/6/2024  12:00:00 AM Chg.-0.039 Bid- Ask- Underlying Strike price Expiration date Option type
0.146EUR -21.08% -
Bid Size: -
-
Ask Size: -
OMV AG 42.4114 EUR 3/21/2025 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: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 9.63:1
Exercise type: American
Quanto: -
Gearing: 25.85
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.22
Parity: -0.47
Time value: 0.15
Break-even: 43.88
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.32
Spread abs.: 0.03
Spread %: 24.59%
Delta: 0.34
Theta: -0.01
Omega: 8.82
Rho: 0.06
 

Quote data

Open: 0.146
High: 0.146
Low: 0.146
Previous Close: 0.185
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.13%
1 Month
  -21.51%
3 Months
  -62.27%
YTD
  -51.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.195 0.146
1M High / 1M Low: 0.226 0.146
6M High / 6M Low: 0.566 0.126
High (YTD): 5/21/2024 0.566
Low (YTD): 8/5/2024 0.126
52W High: - -
52W Low: - -
Avg. price 1W:   0.175
Avg. volume 1W:   0.000
Avg. price 1M:   0.196
Avg. volume 1M:   0.000
Avg. price 6M:   0.324
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.09%
Volatility 6M:   129.40%
Volatility 1Y:   -
Volatility 3Y:   -