Raiffeisen Bank International AG .../  AT0000A37AH2  /

Raiffeisen EE
1/8/2025  12:00:00 AM Chg.-0.16 Bid- Ask- Underlying Strike price Expiration date Option type
7.55EUR -2.08% -
Bid Size: -
-
Ask Size: -
ATX 2,900.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1A7V
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 2,900.00 EUR
Maturity: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 4.70
Leverage: Yes

Calculated values

Fair value: 7.64
Intrinsic value: 7.48
Implied volatility: 0.34
Historic volatility: 0.12
Parity: 7.48
Time value: 0.28
Break-even: 3,676.00
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.07
Spread %: 0.91%
Delta: 0.95
Theta: -0.59
Omega: 4.47
Rho: 5.31
 

Quote data

Open: 7.55
High: 7.55
Low: 7.55
Previous Close: 7.71
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.58%
1 Month  
+4.72%
3 Months
  -1.05%
YTD
  -2.58%
1 Year  
+11.19%
3 Years     -
5 Years     -
1W High / 1W Low: 7.84 7.54
1M High / 1M Low: 7.84 7.16
6M High / 6M Low: 9.52 6.32
High (YTD): 1/2/2025 7.84
Low (YTD): 1/8/2025 7.54
52W High: 5/21/2024 9.61
52W Low: 3/11/2024 5.67
Avg. price 1W:   7.70
Avg. volume 1W:   0.00
Avg. price 1M:   7.57
Avg. volume 1M:   0.00
Avg. price 6M:   7.92
Avg. volume 6M:   0.00
Avg. price 1Y:   7.67
Avg. volume 1Y:   0.00
Volatility 1M:   28.73%
Volatility 6M:   56.58%
Volatility 1Y:   50.18%
Volatility 3Y:   -