Raiffeisen Bank International AG .../  AT0000A37NA0  /

Raiffeisen EE
22/01/2025  00:00:00 Chg.0.00 Bid- Ask- Underlying Strike price Expiration date Option type
0.77EUR 0.00% -
Bid Size: -
-
Ask Size: -
POLYTEC HLDG AG INH.... 3.00 EUR 21/03/2025 Put
 

Master data

WKN: RC1BHE
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: POLYTEC HLDG AG INH. EO 1
Type: Warrant
Option type: Put
Strike price: 3.00 EUR
Maturity: 21/03/2025
Issue date: 12/10/2023
Last trading day: 20/03/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -2.87
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.75
Implied volatility: 0.66
Historic volatility: 0.29
Parity: 0.75
Time value: 0.04
Break-even: 2.22
Moneyness: 1.33
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 3.97%
Delta: -0.83
Theta: 0.00
Omega: -2.38
Rho: 0.00
 

Quote data

Open: 0.77
High: 0.77
Low: 0.77
Previous Close: 0.77
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.05%
1 Month
  -19.79%
3 Months  
+54.00%
YTD
  -22.22%
1 Year  
+208.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.77 0.76
1M High / 1M Low: 0.99 0.73
6M High / 6M Low: 0.99 0.20
High (YTD): 02/01/2025 0.89
Low (YTD): 10/01/2025 0.73
52W High: 30/12/2024 0.99
52W Low: 20/05/2024 0.17
Avg. price 1W:   0.77
Avg. volume 1W:   0.00
Avg. price 1M:   0.81
Avg. volume 1M:   0.00
Avg. price 6M:   0.52
Avg. volume 6M:   0.00
Avg. price 1Y:   0.38
Avg. volume 1Y:   0.00
Volatility 1M:   53.18%
Volatility 6M:   88.67%
Volatility 1Y:   84.63%
Volatility 3Y:   -