Raiffeisen Bank International AG .../  AT0000A376G3  /

Raiffeisen EE
27/06/2024  00:00:00 Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.65EUR -0.91% -
Bid Size: -
-
Ask Size: -
ROSENBAUER INTL 33.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1A4C
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 33.00 EUR
Maturity: 21/03/2025
Issue date: 26/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.38
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.25
Implied volatility: 0.41
Historic volatility: 0.28
Parity: 0.25
Time value: 0.41
Break-even: 39.60
Moneyness: 1.08
Premium: 0.12
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 3.13%
Delta: 0.68
Theta: -0.01
Omega: 3.64
Rho: 0.13
 

Quote data

Open: 0.65
High: 0.65
Low: 0.65
Previous Close: 0.66
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.45%
1 Month  
+66.67%
3 Months  
+132.14%
YTD  
+96.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.71 0.65
1M High / 1M Low: 0.71 0.37
6M High / 6M Low: 0.71 0.24
High (YTD): 21/06/2024 0.71
Low (YTD): 21/03/2024 0.24
52W High: - -
52W Low: - -
Avg. price 1W:   0.68
Avg. volume 1W:   0.00
Avg. price 1M:   0.56
Avg. volume 1M:   0.00
Avg. price 6M:   0.39
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.99%
Volatility 6M:   124.05%
Volatility 1Y:   -
Volatility 3Y:   -