Raiffeisen Bank International AG .../  AT0000A376H1  /

Raiffeisen EE
9/6/2024  12:00:00 AM Chg.-0.09 Bid- Ask- Underlying Strike price Expiration date Option type
0.51EUR -14.21% -
Bid Size: -
-
Ask Size: -
ROSENBAUER INTL 35.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 9/26/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.04
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.21
Implied volatility: 0.36
Historic volatility: 0.31
Parity: 0.21
Time value: 0.32
Break-even: 40.27
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 3.94%
Delta: 0.66
Theta: -0.01
Omega: 4.68
Rho: 0.10
 

Quote data

Open: 0.51
High: 0.51
Low: 0.51
Previous Close: 0.60
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.25%
1 Month  
+24.39%
3 Months
  -3.77%
YTD  
+88.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.68 0.51
1M High / 1M Low: 0.99 0.38
6M High / 6M Low: 0.99 0.19
High (YTD): 8/26/2024 0.99
Low (YTD): 3/21/2024 0.19
52W High: - -
52W Low: - -
Avg. price 1W:   0.62
Avg. volume 1W:   0.00
Avg. price 1M:   0.67
Avg. volume 1M:   0.00
Avg. price 6M:   0.42
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.27%
Volatility 6M:   141.36%
Volatility 1Y:   -
Volatility 3Y:   -