Raiffeisen Bank International AG .../  AT0000A37CD7  /

Raiffeisen EE
1/8/2025  12:00:00 AM Chg.-0.009 Bid- Ask- Underlying Strike price Expiration date Option type
0.055EUR -14.06% -
Bid Size: -
-
Ask Size: -
TELEKOM AUSTRIA AG 7.50 EUR 3/21/2025 Call
 

Master data

WKN: RC1A9M
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: TELEKOM AUSTRIA AG
Type: Warrant
Option type: Call
Strike price: 7.50 EUR
Maturity: 3/21/2025
Issue date: 10/5/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.70
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.04
Implied volatility: 0.35
Historic volatility: 0.17
Parity: 0.04
Time value: 0.03
Break-even: 8.24
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 37.04%
Delta: 0.68
Theta: 0.00
Omega: 7.27
Rho: 0.01
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.064
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.29%
1 Month
  -9.84%
3 Months
  -56.35%
YTD
  -11.29%
1 Year
  -46.60%
3 Years     -
5 Years     -
1W High / 1W Low: 0.064 0.055
1M High / 1M Low: 0.064 0.044
6M High / 6M Low: 0.169 0.044
High (YTD): 1/7/2025 0.064
Low (YTD): 1/8/2025 0.055
52W High: 6/21/2024 0.180
52W Low: 12/20/2024 0.044
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.108
Avg. volume 6M:   0.000
Avg. price 1Y:   0.108
Avg. volume 1Y:   0.000
Volatility 1M:   148.41%
Volatility 6M:   105.41%
Volatility 1Y:   85.91%
Volatility 3Y:   -