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Raiffeisen Bank International AG .../  AT0000A3B5E1  /

Raiffeisen EE
9/6/2024  12:00:00 AM Chg.+0.08 Bid- Ask- Underlying Strike price Expiration date Option type
1.51EUR +5.61% -
Bid Size: -		 -
Ask Size: -		 VERBUND AG INH... 64.5071 EUR 3/21/2025 Call
 

Master data

WKN: RC1DBF
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 64.51 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: 4.81
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 1.28
Implied volatility: 0.35
Historic volatility: 0.27
Parity: 1.28
Time value: 0.34
Break-even: 80.58
Moneyness: 1.20
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 1.89%
Delta: 0.82
Theta: -0.02
Omega: 3.94
Rho: 0.25
 

Quote data

Open: 1.51
High: 1.51
Low: 1.51
Previous Close: 1.43
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.66%
1 Month     0.00%
3 Months
  -6.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.52 1.42
1M High / 1M Low: 1.70 1.42
6M High / 6M Low: 1.76 0.73
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.47
Avg. volume 1W:   0.00
Avg. price 1M:   1.57
Avg. volume 1M:   0.00
Avg. price 6M:   1.38
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.84%
Volatility 6M:   103.24%
Volatility 1Y:   -
Volatility 3Y:   -