Raiffeisen Bank International AG .../  AT0000A37793  /

Raiffeisen EE
11/11/2024  00:00:00 Chg.+0.04 Bid- Ask- Underlying Strike price Expiration date Option type
0.66EUR +5.90% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 26.00 EUR 21/03/2025 Put
 

Master data

WKN: RC1A45
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Put
Strike price: 26.00 EUR
Maturity: 21/03/2025
Issue date: 26/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.90
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.66
Implied volatility: 0.43
Historic volatility: 0.25
Parity: 0.66
Time value: 0.01
Break-even: 19.30
Moneyness: 1.34
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 1.52%
Delta: -0.83
Theta: 0.00
Omega: -2.42
Rho: -0.08
 

Quote data

Open: 0.66
High: 0.66
Low: 0.66
Previous Close: 0.63
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.54%
1 Month  
+22.22%
3 Months  
+50.00%
YTD  
+127.59%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.72 0.63
1M High / 1M Low: 0.72 0.59
6M High / 6M Low: 0.72 0.26
High (YTD): 06/11/2024 0.72
Low (YTD): 28/05/2024 0.26
52W High: 06/11/2024 0.72
52W Low: 28/05/2024 0.26
Avg. price 1W:   0.66
Avg. volume 1W:   0.00
Avg. price 1M:   0.65
Avg. volume 1M:   0.00
Avg. price 6M:   0.43
Avg. volume 6M:   0.00
Avg. price 1Y:   0.39
Avg. volume 1Y:   0.00
Volatility 1M:   88.34%
Volatility 6M:   101.99%
Volatility 1Y:   90.80%
Volatility 3Y:   -