Raiffeisen Bank International AG .../  AT0000A376H1  /

Raiffeisen EE
31/07/2024  00:00:00 Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.49EUR -2.02% -
Bid Size: -
-
Ask Size: -
ROSENBAUER INTL 35.00 EUR 21/03/2025 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: 21/03/2025
Issue date: 26/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.74
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.10
Implied volatility: 0.33
Historic volatility: 0.29
Parity: 0.10
Time value: 0.37
Break-even: 39.65
Moneyness: 1.03
Premium: 0.10
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 4.49%
Delta: 0.63
Theta: -0.01
Omega: 4.86
Rho: 0.11
 

Quote data

Open: 0.49
High: 0.49
Low: 0.49
Previous Close: 0.50
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.77%
1 Month
  -9.26%
3 Months  
+75.00%
YTD  
+81.48%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.52 0.46
1M High / 1M Low: 0.58 0.46
6M High / 6M Low: 0.60 0.19
High (YTD): 21/06/2024 0.60
Low (YTD): 21/03/2024 0.19
52W High: - -
52W Low: - -
Avg. price 1W:   0.49
Avg. volume 1W:   0.00
Avg. price 1M:   0.53
Avg. volume 1M:   0.00
Avg. price 6M:   0.35
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.06%
Volatility 6M:   129.74%
Volatility 1Y:   -
Volatility 3Y:   -