Raiffeisen Bank International AG .../  AT0000A379W4  /

Raiffeisen EE
8/29/2024  12:00:00 AM Chg.-0.005 Bid- Ask- Underlying Strike price Expiration date Option type
0.048EUR -9.43% -
Bid Size: -
-
Ask Size: -
ANDRITZ AG 42.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -102.41
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -1.74
Time value: 0.06
Break-even: 41.42
Moneyness: 0.71
Premium: 0.30
Premium p.a.: 0.61
Spread abs.: 0.02
Spread %: 52.63%
Delta: -0.07
Theta: -0.01
Omega: -7.29
Rho: -0.03
 

Quote data

Open: 0.048
High: 0.048
Low: 0.048
Previous Close: 0.053
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.04%
1 Month
  -21.31%
3 Months
  -47.25%
YTD
  -68.83%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.048
1M High / 1M Low: 0.104 0.048
6M High / 6M Low: 0.162 0.048
High (YTD): 1/17/2024 0.226
Low (YTD): 8/29/2024 0.048
52W High: - -
52W Low: - -
Avg. price 1W:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   0.095
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   200.26%
Volatility 6M:   146.94%
Volatility 1Y:   -
Volatility 3Y:   -