Raiffeisen Bank International AG .../  AT0000A37AP5  /

Raiffeisen EE
08/01/2025  00:00:00 Chg.-0.13 Bid- Ask- Underlying Strike price Expiration date Option type
2.49EUR -4.97% -
Bid Size: -
-
Ask Size: -
ATX 3,500.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1A71
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,500.00 EUR
Maturity: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 13.71
Leverage: Yes

Calculated values

Fair value: 1.86
Intrinsic value: 1.48
Implied volatility: 0.27
Historic volatility: 0.12
Parity: 1.48
Time value: 1.18
Break-even: 3,766.00
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.18
Spread abs.: 0.07
Spread %: 2.70%
Delta: 0.68
Theta: -1.26
Omega: 9.26
Rho: 4.33
 

Quote data

Open: 2.49
High: 2.49
Low: 2.49
Previous Close: 2.62
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.12%
1 Month  
+0.40%
3 Months
  -21.45%
YTD
  -8.12%
1 Year
  -19.94%
3 Years     -
5 Years     -
1W High / 1W Low: 2.77 2.48
1M High / 1M Low: 2.90 2.36
6M High / 6M Low: 4.89 1.98
High (YTD): 02/01/2025 2.77
Low (YTD): 08/01/2025 2.48
52W High: 21/05/2024 5.11
52W Low: 13/11/2024 1.98
Avg. price 1W:   2.62
Avg. volume 1W:   0.00
Avg. price 1M:   2.64
Avg. volume 1M:   0.00
Avg. price 6M:   3.31
Avg. volume 6M:   0.00
Avg. price 1Y:   3.37
Avg. volume 1Y:   0.00
Volatility 1M:   59.89%
Volatility 6M:   104.16%
Volatility 1Y:   89.23%
Volatility 3Y:   -