Raiffeisen Bank International AG .../  AT0000A37ML9  /

Raiffeisen EE
1/22/2025  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.81EUR -1.33% -
Bid Size: -
-
Ask Size: -
EuroTeleSites AG 4.50 EUR 3/21/2025 Call
 

Master data

WKN: RC1BGQ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: EuroTeleSites AG
Type: Warrant
Option type: Call
Strike price: 4.50 EUR
Maturity: 3/21/2025
Issue date: 10/12/2023
Last trading day: 3/20/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.29
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.74
Implied volatility: 0.42
Historic volatility: 0.29
Parity: 0.74
Time value: 0.09
Break-even: 5.33
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 5.04%
Delta: 0.85
Theta: 0.00
Omega: 5.34
Rho: 0.01
 

Quote data

Open: 0.81
High: 0.81
Low: 0.81
Previous Close: 0.82
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+84.09%
1 Month  
+68.75%
3 Months  
+14.08%
YTD  
+88.37%
1 Year  
+80.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.82 0.59
1M High / 1M Low: 0.82 0.42
6M High / 6M Low: 0.87 0.19
High (YTD): 1/21/2025 0.82
Low (YTD): 1/14/2025 0.42
52W High: 11/14/2024 0.87
52W Low: 4/11/2024 0.17
Avg. price 1W:   0.74
Avg. volume 1W:   0.00
Avg. price 1M:   0.53
Avg. volume 1M:   0.00
Avg. price 6M:   0.52
Avg. volume 6M:   0.00
Avg. price 1Y:   0.39
Avg. volume 1Y:   0.00
Volatility 1M:   154.67%
Volatility 6M:   108.29%
Volatility 1Y:   112.13%
Volatility 3Y:   -