Raiffeisen Bank International AG .../  AT0000A37AL4  /

Raiffeisen EE
1/22/2025  12:00:00 AM Chg.+0.03 Bid- Ask- Underlying Strike price Expiration date Option type
6.19EUR +0.49% -
Bid Size: -
-
Ask Size: -
ATX 3,200.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1A7Y
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,200.00 EUR
Maturity: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 6.06
Leverage: Yes

Calculated values

Fair value: 6.08
Intrinsic value: 5.94
Implied volatility: 0.33
Historic volatility: 0.12
Parity: 5.94
Time value: 0.32
Break-even: 3,826.00
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.07
Spread %: 1.13%
Delta: 0.92
Theta: -0.84
Omega: 5.59
Rho: 4.49
 

Quote data

Open: 6.19
High: 6.19
Low: 6.19
Previous Close: 6.16
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.13%
1 Month  
+32.55%
3 Months  
+27.89%
YTD  
+23.80%
1 Year  
+45.31%
3 Years     -
5 Years     -
1W High / 1W Low: 6.28 6.08
1M High / 1M Low: 6.28 4.67
6M High / 6M Low: 6.84 3.84
High (YTD): 1/20/2025 6.28
Low (YTD): 1/8/2025 4.78
52W High: 5/21/2024 7.16
52W Low: 3/11/2024 3.62
Avg. price 1W:   6.17
Avg. volume 1W:   0.00
Avg. price 1M:   5.31
Avg. volume 1M:   0.00
Avg. price 6M:   5.29
Avg. volume 6M:   0.00
Avg. price 1Y:   5.32
Avg. volume 1Y:   0.00
Volatility 1M:   47.89%
Volatility 6M:   78.61%
Volatility 1Y:   67.58%
Volatility 3Y:   -