Raiffeisen Bank International AG .../  AT0000A37AM2  /

Raiffeisen EE
08/01/2025  00:00:00 Chg.-0.15 Bid- Ask- Underlying Strike price Expiration date Option type
3.92EUR -3.69% -
Bid Size: -
-
Ask Size: -
ATX 3,300.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1A7Z
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,300.00 EUR
Maturity: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 8.83
Leverage: Yes

Calculated values

Fair value: 3.59
Intrinsic value: 3.39
Implied volatility: 0.30
Historic volatility: 0.12
Parity: 3.39
Time value: 0.73
Break-even: 3,712.00
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.07
Spread %: 1.73%
Delta: 0.80
Theta: -1.12
Omega: 7.10
Rho: 4.89
 

Quote data

Open: 3.92
High: 3.92
Low: 3.92
Previous Close: 4.07
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.11%
1 Month
  -2.24%
3 Months
  -15.88%
YTD
  -5.31%
1 Year
  -2.97%
3 Years     -
5 Years     -
1W High / 1W Low: 4.22 3.92
1M High / 1M Low: 4.30 3.67
6M High / 6M Low: 6.21 3.11
High (YTD): 02/01/2025 4.22
Low (YTD): 08/01/2025 3.92
52W High: 21/05/2024 6.42
52W Low: 11/03/2024 3.02
Avg. price 1W:   4.07
Avg. volume 1W:   0.00
Avg. price 1M:   4.03
Avg. volume 1M:   0.00
Avg. price 6M:   4.59
Avg. volume 6M:   0.00
Avg. price 1Y:   4.54
Avg. volume 1Y:   0.00
Volatility 1M:   47.28%
Volatility 6M:   85.83%
Volatility 1Y:   75.16%
Volatility 3Y:   -