Raiffeisen Bank International AG .../  AT0000A37AM2  /

Raiffeisen EE
1/7/2025  12:00:00 AM Chg.-0.16 Bid- Ask- Underlying Strike price Expiration date Option type
4.07EUR -3.79% -
Bid Size: -
-
Ask Size: -
ATX 3,300.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 8.85
Leverage: Yes

Calculated values

Fair value: 3.68
Intrinsic value: 3.48
Implied volatility: 0.28
Historic volatility: 0.12
Parity: 3.48
Time value: 0.64
Break-even: 3,712.00
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.07
Spread %: 1.73%
Delta: 0.82
Theta: -1.01
Omega: 7.28
Rho: 5.10
 

Quote data

Open: 4.07
High: 4.07
Low: 4.07
Previous Close: 4.22
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.69%
1 Month  
+7.96%
3 Months
  -7.29%
YTD
  -1.69%
1 Year  
+0.99%
3 Years     -
5 Years     -
1W High / 1W Low: 4.22 4.07
1M High / 1M Low: 4.30 3.67
6M High / 6M Low: 6.21 3.11
High (YTD): 1/2/2025 4.22
Low (YTD): 1/7/2025 4.07
52W High: 5/21/2024 6.42
52W Low: 3/11/2024 3.02
Avg. price 1W:   4.14
Avg. volume 1W:   0.00
Avg. price 1M:   4.03
Avg. volume 1M:   0.00
Avg. price 6M:   4.60
Avg. volume 6M:   0.00
Avg. price 1Y:   4.54
Avg. volume 1Y:   0.00
Volatility 1M:   46.66%
Volatility 6M:   86.02%
Volatility 1Y:   75.07%
Volatility 3Y:   -