Raiffeisen Bank International AG .../  AT0000A3B4Z9  /

Raiffeisen EE
10/10/2024  12:00:00 AM Chg.-0.02 Bid- Ask- Underlying Strike price Expiration date Option type
0.68EUR -3.15% -
Bid Size: -
-
Ask Size: -
ROSENBAUER INTL 29.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1DA0
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 29.00 EUR
Maturity: 3/21/2025
Issue date: 3/11/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.51
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.52
Implied volatility: 0.51
Historic volatility: 0.31
Parity: 0.52
Time value: 0.24
Break-even: 36.59
Moneyness: 1.18
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 2.71%
Delta: 0.76
Theta: -0.01
Omega: 3.42
Rho: 0.08
 

Quote data

Open: 0.68
High: 0.68
Low: 0.68
Previous Close: 0.70
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month
  -26.88%
3 Months
  -26.09%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.76 0.68
1M High / 1M Low: 0.95 0.68
6M High / 6M Low: 1.50 0.49
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.72
Avg. volume 1W:   0.00
Avg. price 1M:   0.82
Avg. volume 1M:   0.00
Avg. price 6M:   0.81
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.03%
Volatility 6M:   103.94%
Volatility 1Y:   -
Volatility 3Y:   -