Raiffeisen Bank International AG .../  AT0000A379W4  /

Raiffeisen EE
2024-07-25  12:00:00 AM Chg.-0.013 Bid- Ask- Underlying Strike price Expiration date Option type
0.077EUR -14.44% -
Bid Size: -
-
Ask Size: -
ANDRITZ AG 42.00 EUR 2025-03-21 Put
 

Master data

WKN: RC1A68
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Put
Strike price: 42.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -56.15
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.23
Parity: -1.42
Time value: 0.10
Break-even: 41.00
Moneyness: 0.75
Premium: 0.27
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 25.00%
Delta: -0.11
Theta: -0.01
Omega: -6.22
Rho: -0.05
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.09%
1 Month  
+2.67%
3 Months
  -52.47%
YTD
  -50.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.094 0.077
1M High / 1M Low: 0.094 0.071
6M High / 6M Low: 0.171 0.054
High (YTD): 2024-01-17 0.226
Low (YTD): 2024-06-12 0.054
52W High: - -
52W Low: - -
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.106
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.63%
Volatility 6M:   128.12%
Volatility 1Y:   -
Volatility 3Y:   -