Raiffeisen Bank International AG .../  AT0000A3D7B1  /

Raiffeisen EE
10/15/2024  12:00:00 AM Chg.0.000 Bid- Ask- Underlying Strike price Expiration date Option type
0.136EUR 0.00% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 55.00 EUR 3/21/2025 Put
 

Master data

WKN: RC1EN9
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Put
Strike price: 55.00 EUR
Maturity: 3/21/2025
Issue date: 5/29/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -47.60
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.25
Parity: -1.45
Time value: 0.15
Break-even: 53.54
Moneyness: 0.79
Premium: 0.23
Premium p.a.: 0.62
Spread abs.: 0.02
Spread %: 15.87%
Delta: -0.14
Theta: -0.01
Omega: -6.66
Rho: -0.05
 

Quote data

Open: 0.136
High: 0.136
Low: 0.136
Previous Close: 0.136
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.93%
1 Month
  -9.33%
3 Months
  -43.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.151 0.136
1M High / 1M Low: 0.219 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.159
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -