Raiffeisen Bank International AG .../  AT0000A37CD7  /

Raiffeisen EE
27/06/2024  00:00:00 Chg.-0.001 Bid- Ask- Underlying Strike price Expiration date Option type
0.176EUR -0.56% -
Bid Size: -
-
Ask Size: -
TELEKOM AUSTRIA AG 7.50 EUR 21/03/2025 Call
 

Master data

WKN: RC1A9M
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: TELEKOM AUSTRIA AG
Type: Warrant
Option type: Call
Strike price: 7.50 EUR
Maturity: 21/03/2025
Issue date: 05/10/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.88
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.13
Implied volatility: 0.31
Historic volatility: 0.14
Parity: 0.13
Time value: 0.05
Break-even: 9.31
Moneyness: 1.18
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 12.42%
Delta: 0.81
Theta: 0.00
Omega: 3.94
Rho: 0.04
 

Quote data

Open: 0.176
High: 0.176
Low: 0.176
Previous Close: 0.177
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+29.41%
3 Months  
+128.57%
YTD  
+95.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.176 0.176
1M High / 1M Low: 0.180 0.136
6M High / 6M Low: 0.180 0.066
High (YTD): 21/06/2024 0.180
Low (YTD): 29/02/2024 0.066
52W High: - -
52W Low: - -
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.165
Avg. volume 1M:   0.000
Avg. price 6M:   0.108
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   46.88%
Volatility 6M:   60.74%
Volatility 1Y:   -
Volatility 3Y:   -