Raiffeisen Bank International AG .../  AT0000A3D6E7  /

Raiffeisen EE
05/08/2024  00:00:00 Chg.-0.017 Bid- Ask- Underlying Strike price Expiration date Option type
0.037EUR -31.48% -
Bid Size: -
-
Ask Size: -
OMV AG 48.1948 EUR 21/03/2025 Call
 

Master data

WKN: RC1ENC
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 48.19 EUR
Maturity: 21/03/2025
Issue date: 29/05/2024
Last trading day: 20/03/2025
Ratio: 9.63:1
Exercise type: American
Quanto: -
Gearing: 69.49
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.22
Parity: -1.18
Time value: 0.06
Break-even: 48.72
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 0.57
Spread abs.: 0.03
Spread %: 120.00%
Delta: 0.14
Theta: 0.00
Omega: 10.06
Rho: 0.03
 

Quote data

Open: 0.037
High: 0.037
Low: 0.037
Previous Close: 0.054
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.27%
1 Month
  -72.99%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.073 0.037
1M High / 1M Low: 0.107 0.037
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -