Raiffeisen Bank International AG .../  AT0000A37AN0  /

Raiffeisen EE
1/22/2025  12:00:00 AM Chg.+0.02 Bid- Ask- Underlying Strike price Expiration date Option type
4.40EUR +0.46% -
Bid Size: -
-
Ask Size: -
ATX 3,400.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1A70
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,400.00 EUR
Maturity: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 8.49
Leverage: Yes

Calculated values

Fair value: 4.09
Intrinsic value: 3.94
Implied volatility: 0.30
Historic volatility: 0.12
Parity: 3.94
Time value: 0.53
Break-even: 3,847.00
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.07
Spread %: 1.59%
Delta: 0.85
Theta: -1.15
Omega: 7.18
Rho: 4.32
 

Quote data

Open: 4.40
High: 4.40
Low: 4.40
Previous Close: 4.38
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.99%
1 Month  
+40.58%
3 Months  
+27.91%
YTD  
+29.41%
1 Year  
+37.07%
3 Years     -
5 Years     -
1W High / 1W Low: 4.50 4.32
1M High / 1M Low: 4.50 3.13
6M High / 6M Low: 5.38 2.52
High (YTD): 1/20/2025 4.50
Low (YTD): 1/8/2025 3.17
52W High: 5/21/2024 5.79
52W Low: 11/13/2024 2.52
Avg. price 1W:   4.39
Avg. volume 1W:   0.00
Avg. price 1M:   3.65
Avg. volume 1M:   0.00
Avg. price 6M:   3.84
Avg. volume 6M:   0.00
Avg. price 1Y:   3.98
Avg. volume 1Y:   0.00
Volatility 1M:   63.91%
Volatility 6M:   96.89%
Volatility 1Y:   82.05%
Volatility 3Y:   -