OverviewChartNewsTraderScreen

Raiffeisen Bank International AG .../  AT0000A379X2  /

Raiffeisen EE
2024-06-27  12:00:00 AM Chg.-0.005 Bid- Ask- Underlying Strike price Expiration date Option type
0.122EUR -3.94% -
Bid Size: -		 -
Ask Size: -		 ANDRITZ AG 46.00 EUR 2025-03-21 Put
 

Master data

WKN: RC1A69
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Put
Strike price: 46.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -37.07
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -1.04
Time value: 0.15
Break-even: 44.48
Moneyness: 0.82
Premium: 0.21
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 15.15%
Delta: -0.16
Theta: -0.01
Omega: -6.09
Rho: -0.08
 

Quote data

Open: 0.122
High: 0.122
Low: 0.122
Previous Close: 0.127
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+3.39%
3 Months
  -21.29%
YTD
  -48.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.132 0.092
6M High / 6M Low: 0.321 0.092
High (YTD): 2024-01-17 0.321
Low (YTD): 2024-06-13 0.092
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.119
Avg. volume 1M:   0.000
Avg. price 6M:   0.182
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.48%
Volatility 6M:   122.55%
Volatility 1Y:   -
Volatility 3Y:   -