Raiffeisen Bank International AG .../  AT0000A3D7G0  /

Raiffeisen EE
10/7/2024  12:00:00 AM Chg.-0.009 Bid- Ask- Underlying Strike price Expiration date Option type
0.151EUR -5.63% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 44.00 EUR 3/21/2025 Put
 

Master data

WKN: RC1EPE
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Put
Strike price: 44.00 EUR
Maturity: 3/21/2025
Issue date: 5/29/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -28.24
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.20
Parity: -0.46
Time value: 0.17
Break-even: 42.28
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 13.16%
Delta: -0.26
Theta: -0.01
Omega: -7.23
Rho: -0.06
 

Quote data

Open: 0.151
High: 0.151
Low: 0.151
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.59%
1 Month
  -16.11%
3 Months
  -58.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.143
1M High / 1M Low: 0.216 0.133
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.153
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -