Raiffeisen Bank International AG .../  AT0000A37CE5  /

Raiffeisen EE
6/27/2024  12:00:00 AM Chg.-0.001 Bid- Ask- Underlying Strike price Expiration date Option type
0.139EUR -0.71% -
Bid Size: -
-
Ask Size: -
TELEKOM AUSTRIA AG 8.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1A9N
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: TELEKOM AUSTRIA AG
Type: Warrant
Option type: Call
Strike price: 8.00 EUR
Maturity: 3/21/2025
Issue date: 10/5/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.02
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.08
Implied volatility: 0.32
Historic volatility: 0.14
Parity: 0.08
Time value: 0.07
Break-even: 9.46
Moneyness: 1.10
Premium: 0.08
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 15.87%
Delta: 0.72
Theta: 0.00
Omega: 4.34
Rho: 0.03
 

Quote data

Open: 0.139
High: 0.139
Low: 0.139
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+15.83%
3 Months  
+148.21%
YTD  
+101.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.143 0.120
6M High / 6M Low: 0.143 0.047
High (YTD): 6/21/2024 0.143
Low (YTD): 2/29/2024 0.047
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.135
Avg. volume 1M:   0.000
Avg. price 6M:   0.082
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.98%
Volatility 6M:   73.18%
Volatility 1Y:   -
Volatility 3Y:   -