Raiffeisen Bank International AG .../  AT0000A379Y0  /

Raiffeisen EE
29/08/2024  00:00:00 Chg.-0.013 Bid- Ask- Underlying Strike price Expiration date Option type
0.145EUR -8.23% -
Bid Size: -
-
Ask Size: -
ANDRITZ AG 50.00 EUR 21/03/2025 Put
 

Master data

WKN: RC1A7A
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Put
Strike price: 50.00 EUR
Maturity: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -35.36
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -0.94
Time value: 0.17
Break-even: 48.32
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 13.51%
Delta: -0.18
Theta: -0.01
Omega: -6.53
Rho: -0.07
 

Quote data

Open: 0.145
High: 0.145
Low: 0.145
Previous Close: 0.158
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.64%
1 Month
  -18.08%
3 Months
  -41.06%
YTD
  -58.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.164 0.145
1M High / 1M Low: 0.289 0.145
6M High / 6M Low: 0.379 0.145
High (YTD): 17/01/2024 0.450
Low (YTD): 29/08/2024 0.145
52W High: - -
52W Low: - -
Avg. price 1W:   0.157
Avg. volume 1W:   0.000
Avg. price 1M:   0.207
Avg. volume 1M:   0.000
Avg. price 6M:   0.238
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.04%
Volatility 6M:   129.55%
Volatility 1Y:   -
Volatility 3Y:   -