Raiffeisen Bank International AG .../  AT0000A3BY35  /

Raiffeisen EE
1/22/2025  12:00:00 AM Chg.+0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.25EUR +5.39% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 59.3724 EUR 9/19/2025 Put
 

Master data

WKN: RC1DZL
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Put
Strike price: 59.37 EUR
Maturity: 9/19/2025
Issue date: 4/8/2024
Last trading day: 9/18/2025
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: -27.14
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.26
Parity: -1.30
Time value: 0.27
Break-even: 56.71
Moneyness: 0.82
Premium: 0.21
Premium p.a.: 0.35
Spread abs.: 0.03
Spread %: 12.55%
Delta: -0.19
Theta: -0.01
Omega: -5.24
Rho: -0.11
 

Quote data

Open: 0.25
High: 0.25
Low: 0.25
Previous Close: 0.24
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -26.47%
3 Months
  -3.85%
YTD
  -21.88%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.26 0.24
1M High / 1M Low: 0.33 0.24
6M High / 6M Low: 0.44 0.22
High (YTD): 1/10/2025 0.33
Low (YTD): 1/21/2025 0.24
52W High: - -
52W Low: - -
Avg. price 1W:   0.25
Avg. volume 1W:   0.00
Avg. price 1M:   0.29
Avg. volume 1M:   0.00
Avg. price 6M:   0.32
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.35%
Volatility 6M:   119.72%
Volatility 1Y:   -
Volatility 3Y:   -