Raiffeisen Bank International AG .../  AT0000A3B5A9  /

Raiffeisen EE
11/1/2024  12:00:00 AM Chg.+0.001 Bid- Ask- Underlying Strike price Expiration date Option type
0.102EUR +0.99% -
Bid Size: -
-
Ask Size: -
SEMPERIT AG HLDG 12.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1DBB
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: SEMPERIT AG HLDG
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 3/21/2025
Issue date: 3/11/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.37
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.31
Parity: -0.08
Time value: 0.11
Break-even: 13.08
Moneyness: 0.93
Premium: 0.17
Premium p.a.: 0.51
Spread abs.: 0.02
Spread %: 22.73%
Delta: 0.48
Theta: -0.01
Omega: 5.03
Rho: 0.02
 

Quote data

Open: 0.102
High: 0.102
Low: 0.102
Previous Close: 0.101
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.86%
1 Month
  -12.07%
3 Months
  -7.27%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.105 0.099
1M High / 1M Low: 0.120 0.098
6M High / 6M Low: 0.212 0.079
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.139
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.32%
Volatility 6M:   132.03%
Volatility 1Y:   -
Volatility 3Y:   -