OverviewChartNewsTraderScreen

Raiffeisen Bank International AG .../  AT0000A376G3  /

Raiffeisen EE
11/12/2024  12:00:00 AM Chg.+0.05 Bid- Ask- Underlying Strike price Expiration date Option type
0.41EUR +13.45% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 33.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 9/26/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.44
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.21
Implied volatility: 0.29
Historic volatility: 0.31
Parity: 0.21
Time value: 0.16
Break-even: 36.72
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 5.68%
Delta: 0.70
Theta: -0.01
Omega: 6.57
Rho: 0.07
 

Quote data

Open: 0.41
High: 0.41
Low: 0.41
Previous Close: 0.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.59%
1 Month  
+5.13%
3 Months
  -36.92%
YTD  
+24.24%
1 Year
  -10.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.41 0.34
1M High / 1M Low: 0.44 0.34
6M High / 6M Low: 1.15 0.34
High (YTD): 8/26/2024 1.15
Low (YTD): 3/21/2024 0.24
52W High: 8/26/2024 1.15
52W Low: 3/21/2024 0.24
Avg. price 1W:   0.37
Avg. volume 1W:   0.00
Avg. price 1M:   0.39
Avg. volume 1M:   0.00
Avg. price 6M:   0.56
Avg. volume 6M:   0.00
Avg. price 1Y:   0.46
Avg. volume 1Y:   0.00
Volatility 1M:   106.61%
Volatility 6M:   128.75%
Volatility 1Y:   117.40%
Volatility 3Y:   -