Raiffeisen Bank International AG .../  AT0000A3D8G8  /

Raiffeisen EE
10/10/2024  00:00:00 Chg.+0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.92EUR +0.88% -
Bid Size: -
-
Ask Size: -
SCHOELLER-BLECKMANN ... 39.00 EUR 21/03/2025 Put
 

Master data

WKN: RC1EQE
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: SCHOELLER-BLECKMANN OILF.
Type: Warrant
Option type: Put
Strike price: 39.00 EUR
Maturity: 21/03/2025
Issue date: 29/05/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.24
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.91
Implied volatility: 0.38
Historic volatility: 0.29
Parity: 0.91
Time value: 0.02
Break-even: 29.76
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.03
Spread %: 3.36%
Delta: -0.80
Theta: 0.00
Omega: -2.60
Rho: -0.15
 

Quote data

Open: 0.92
High: 0.92
Low: 0.92
Previous Close: 0.91
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.75%
1 Month
  -2.13%
3 Months  
+80.39%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.92 0.87
1M High / 1M Low: 1.08 0.87
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.90
Avg. volume 1W:   0.00
Avg. price 1M:   0.96
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -