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Raiffeisen Bank International AG .../  AT0000A37AG4  /

Raiffeisen EE
04/10/2024  00:00:00 Chg.-0.02 Bid- Ask- Underlying Strike price Expiration date Option type
0.58EUR -3.00% -
Bid Size: -		 -
Ask Size: -		 VERBUND AG INH... 74.2155 EUR 21/03/2025 Put
 

Master data

WKN: RC1A7U
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Put
Strike price: 74.22 EUR
Maturity: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: -12.83
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.05
Implied volatility: 0.31
Historic volatility: 0.26
Parity: 0.05
Time value: 0.53
Break-even: 68.47
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 5.44%
Delta: -0.44
Theta: -0.01
Omega: -5.67
Rho: -0.18
 

Quote data

Open: 0.58
High: 0.58
Low: 0.58
Previous Close: 0.60
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.41%
1 Month  
+16.00%
3 Months
  -15.94%
YTD
  -10.77%
1 Year
  -44.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.60 0.56
1M High / 1M Low: 0.67 0.50
6M High / 6M Low: 1.25 0.48
High (YTD): 14/02/2024 1.70
Low (YTD): 02/09/2024 0.48
52W High: 14/02/2024 1.70
52W Low: 02/09/2024 0.48
Avg. price 1W:   0.58
Avg. volume 1W:   0.00
Avg. price 1M:   0.58
Avg. volume 1M:   0.00
Avg. price 6M:   0.73
Avg. volume 6M:   0.00
Avg. price 1Y:   0.86
Avg. volume 1Y:   0.00
Volatility 1M:   106.35%
Volatility 6M:   111.83%
Volatility 1Y:   102.36%
Volatility 3Y:   -