Raiffeisen Bank International AG .../  AT0000A37942  /

Raiffeisen EE
2024-07-10  12:00:00 AM Chg.-0.014 Bid- Ask- Underlying Strike price Expiration date Option type
0.037EUR -27.45% -
Bid Size: -
-
Ask Size: -
OMV AG 53.9782 EUR 2025-03-21 Call
 

Master data

WKN: RC1A6G
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 53.98 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 9.63:1
Exercise type: American
Quanto: -
Gearing: 79.57
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.22
Parity: -1.47
Time value: 0.05
Break-even: 54.48
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.57
Spread abs.: 0.03
Spread %: 136.36%
Delta: 0.13
Theta: 0.00
Omega: 9.99
Rho: 0.03
 

Quote data

Open: 0.037
High: 0.037
Low: 0.037
Previous Close: 0.051
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.45%
1 Month
  -50.67%
3 Months
  -58.43%
YTD
  -59.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.037 0.037
1M High / 1M Low: 0.075 0.037
6M High / 6M Low: 0.147 0.037
High (YTD): 2024-05-14 0.147
Low (YTD): 2024-07-10 0.037
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   0.083
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.59%
Volatility 6M:   159.70%
Volatility 1Y:   -
Volatility 3Y:   -