Raiffeisen Bank International AG .../  AT0000A3B5G6  /

Raiffeisen EE
2024-07-24  12:00:00 AM Chg.+0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.27EUR +4.30% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 24.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1DBH
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 2025-03-21
Issue date: 2024-03-11
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.11
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.23
Parity: -0.02
Time value: 0.26
Break-even: 26.61
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 3.98%
Delta: 0.57
Theta: -0.01
Omega: 5.23
Rho: 0.07
 

Quote data

Open: 0.27
High: 0.27
Low: 0.27
Previous Close: 0.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -25.00%
3 Months
  -20.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.30 0.26
1M High / 1M Low: 0.36 0.26
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.28
Avg. volume 1W:   0.00
Avg. price 1M:   0.31
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -