Raiffeisen Bank International AG .../  AT0000A37NA0  /

Raiffeisen EE
11/15/2024  12:00:00 AM Chg.+0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.79EUR +1.28% -
Bid Size: -
-
Ask Size: -
POLYTEC HLDG AG INH.... 3.00 EUR 3/21/2025 Put
 

Master data

WKN: RC1BHE
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: POLYTEC HLDG AG INH. EO 1
Type: Warrant
Option type: Put
Strike price: 3.00 EUR
Maturity: 3/21/2025
Issue date: 10/12/2023
Last trading day: 3/20/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -2.77
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.76
Implied volatility: 0.53
Historic volatility: 0.28
Parity: 0.76
Time value: 0.05
Break-even: 2.19
Moneyness: 1.34
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 3.86%
Delta: -0.77
Theta: 0.00
Omega: -2.14
Rho: -0.01
 

Quote data

Open: 0.79
High: 0.79
Low: 0.79
Previous Close: 0.78
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.86%
1 Month  
+54.90%
3 Months  
+243.48%
YTD  
+182.14%
1 Year  
+276.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.79 0.73
1M High / 1M Low: 0.79 0.46
6M High / 6M Low: 0.79 0.17
High (YTD): 11/15/2024 0.79
Low (YTD): 5/20/2024 0.17
52W High: 11/15/2024 0.79
52W Low: 5/20/2024 0.17
Avg. price 1W:   0.76
Avg. volume 1W:   0.00
Avg. price 1M:   0.60
Avg. volume 1M:   0.00
Avg. price 6M:   0.31
Avg. volume 6M:   0.00
Avg. price 1Y:   0.29
Avg. volume 1Y:   0.00
Volatility 1M:   104.74%
Volatility 6M:   89.27%
Volatility 1Y:   88.93%
Volatility 3Y:   -