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Raiffeisen Bank International AG .../  AT0000A3B5D3  /

Raiffeisen EE
8/29/2024  12:00:00 AM Chg.-0.11 Bid- Ask- Underlying Strike price Expiration date Option type
1.90EUR -5.49% -
Bid Size: -		 -
Ask Size: -		 VERBUND AG INH... 59.545 EUR 3/21/2025 Call
 

Master data

WKN: RC1DBE
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 59.55 EUR
Maturity: 3/21/2025
Issue date: 3/11/2024
Last trading day: 3/20/2025
Ratio: 9.92:1
Exercise type: American
Quanto: -
Gearing: 3.89
Leverage: Yes

Calculated values

Fair value: 1.94
Intrinsic value: 1.77
Implied volatility: 0.33
Historic volatility: 0.27
Parity: 1.77
Time value: 0.23
Break-even: 79.39
Moneyness: 1.30
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 1.52%
Delta: 0.90
Theta: -0.01
Omega: 3.48
Rho: 0.27
 

Quote data

Open: 1.90
High: 1.90
Low: 1.90
Previous Close: 2.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.77%
1 Month  
+1.60%
3 Months
  -5.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.11 1.90
1M High / 1M Low: 2.11 1.64
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.02
Avg. volume 1W:   0.00
Avg. price 1M:   1.95
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -