Raiffeisen Bank International AG .../  AT0000A3D7C9  /

Raiffeisen EE
10/15/2024  12:00:00 AM Chg.0.000 Bid- Ask- Underlying Strike price Expiration date Option type
0.230EUR 0.00% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 60.00 EUR 3/21/2025 Put
 

Master data

WKN: RC1EPA
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 3/21/2025
Issue date: 5/29/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -28.84
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.25
Parity: -0.95
Time value: 0.24
Break-even: 57.59
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 9.05%
Delta: -0.22
Theta: -0.01
Omega: -6.29
Rho: -0.08
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.01%
1 Month
  -12.21%
3 Months
  -43.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.284 0.230
1M High / 1M Low: 0.353 0.214
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.246
Avg. volume 1W:   0.000
Avg. price 1M:   0.263
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -