Raiffeisen Bank International AG .../  AT0000A3BY35  /

Raiffeisen EE
10/11/2024  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.33EUR -3.83% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 59.3724 EUR 9/19/2025 Put
 

Master data

WKN: RC1DZL
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Put
Strike price: 59.37 EUR
Maturity: 9/19/2025
Issue date: 4/8/2024
Last trading day: 9/18/2025
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: -21.94
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.25
Parity: -1.48
Time value: 0.34
Break-even: 56.00
Moneyness: 0.80
Premium: 0.24
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 9.65%
Delta: -0.19
Theta: -0.01
Omega: -4.19
Rho: -0.16
 

Quote data

Open: 0.33
High: 0.33
Low: 0.33
Previous Close: 0.34
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.94%
1 Month     0.00%
3 Months
  -8.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.36 0.33
1M High / 1M Low: 0.39 0.33
6M High / 6M Low: 0.68 0.29
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.34
Avg. volume 1W:   0.00
Avg. price 1M:   0.35
Avg. volume 1M:   0.00
Avg. price 6M:   0.42
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.67%
Volatility 6M:   97.97%
Volatility 1Y:   -
Volatility 3Y:   -