Raiffeisen Bank International AG .../  AT0000A376H1  /

Raiffeisen EE
2024-06-27  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.54EUR -1.09% -
Bid Size: -
-
Ask Size: -
ROSENBAUER INTL 35.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A4D
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 2025-03-21
Issue date: 2023-09-26
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.02
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.03
Implied volatility: 0.38
Historic volatility: 0.29
Parity: 0.03
Time value: 0.47
Break-even: 40.03
Moneyness: 1.01
Premium: 0.13
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 4.14%
Delta: 0.60
Theta: -0.01
Omega: 4.25
Rho: 0.11
 

Quote data

Open: 0.54
High: 0.54
Low: 0.54
Previous Close: 0.55
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+1.89%
3 Months  
+134.78%
YTD  
+100.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.60 0.42
6M High / 6M Low: 0.60 0.19
High (YTD): 2024-06-21 0.60
Low (YTD): 2024-03-21 0.19
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.51
Avg. volume 1M:   0.00
Avg. price 6M:   0.32
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.39%
Volatility 6M:   136.15%
Volatility 1Y:   -
Volatility 3Y:   -