Raiffeisen Bank International AG .../  AT0000A379V6  /

Raiffeisen EE
1/22/2025  12:00:00 AM Chg.-0.05 Bid- Ask- Underlying Strike price Expiration date Option type
0.54EUR -8.60% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 69.4691 EUR 3/21/2025 Call
 

Master data

WKN: RC1A67
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 69.47 EUR
Maturity: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 9.92:1
Exercise type: American
Quanto: -
Gearing: 13.00
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.28
Implied volatility: 0.35
Historic volatility: 0.26
Parity: 0.28
Time value: 0.28
Break-even: 75.02
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.28
Spread abs.: 0.03
Spread %: 5.66%
Delta: 0.65
Theta: -0.04
Omega: 8.43
Rho: 0.06
 

Quote data

Open: 0.54
High: 0.54
Low: 0.54
Previous Close: 0.59
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+8.00%
3 Months
  -44.90%
YTD  
+5.88%
1 Year
  -60.58%
3 Years     -
5 Years     -
1W High / 1W Low: 0.59 0.54
1M High / 1M Low: 0.59 0.41
6M High / 6M Low: 1.33 0.41
High (YTD): 1/21/2025 0.59
Low (YTD): 1/10/2025 0.41
52W High: 6/3/2024 1.43
52W Low: 12/18/2024 0.41
Avg. price 1W:   0.57
Avg. volume 1W:   0.00
Avg. price 1M:   0.50
Avg. volume 1M:   0.00
Avg. price 6M:   0.90
Avg. volume 6M:   0.00
Avg. price 1Y:   0.95
Avg. volume 1Y:   0.00
Volatility 1M:   167.73%
Volatility 6M:   143.01%
Volatility 1Y:   132.09%
Volatility 3Y:   -