Raiffeisen Bank International AG .../  AT0000A379B8  /

Raiffeisen EE
24/01/2025  00:00:00 Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.54EUR -1.10% -
Bid Size: -
-
Ask Size: -
RAIFFEISEN BK INTL I... 16.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1A6P
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.67
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.53
Implied volatility: 0.76
Historic volatility: 0.30
Parity: 0.53
Time value: 0.05
Break-even: 21.80
Moneyness: 1.33
Premium: 0.03
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 3.57%
Delta: 0.87
Theta: -0.01
Omega: 3.19
Rho: 0.02
 

Quote data

Open: 0.54
High: 0.54
Low: 0.54
Previous Close: 0.55
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+35.00%
3 Months  
+68.75%
YTD  
+28.57%
1 Year  
+12.50%
3 Years     -
5 Years     -
1W High / 1W Low: 0.60 0.52
1M High / 1M Low: 0.60 0.38
6M High / 6M Low: 0.60 0.20
High (YTD): 20/01/2025 0.60
Low (YTD): 02/01/2025 0.38
52W High: 20/01/2025 0.60
52W Low: 05/08/2024 0.20
Avg. price 1W:   0.55
Avg. volume 1W:   0.00
Avg. price 1M:   0.47
Avg. volume 1M:   0.00
Avg. price 6M:   0.33
Avg. volume 6M:   0.00
Avg. price 1Y:   0.35
Avg. volume 1Y:   0.00
Volatility 1M:   107.82%
Volatility 6M:   130.81%
Volatility 1Y:   118.63%
Volatility 3Y:   -