Raiffeisen Bank International AG .../  AT0000A379R4  /

Raiffeisen EE
1/22/2025  12:00:00 AM Chg.-0.04 Bid- Ask- Underlying Strike price Expiration date Option type
0.27EUR -11.80% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 74.4312 EUR 3/21/2025 Call
 

Master data

WKN: RC1A63
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 74.43 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: 25.99
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.26
Parity: -0.22
Time value: 0.28
Break-even: 77.21
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.54
Spread abs.: 0.02
Spread %: 7.69%
Delta: 0.44
Theta: -0.03
Omega: 11.49
Rho: 0.05
 

Quote data

Open: 0.27
High: 0.27
Low: 0.27
Previous Close: 0.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.00%
1 Month  
+3.85%
3 Months
  -59.70%
YTD  
+3.85%
1 Year
  -75.68%
3 Years     -
5 Years     -
1W High / 1W Low: 0.30 0.27
1M High / 1M Low: 0.32 0.19
6M High / 6M Low: 1.00 0.19
High (YTD): 1/2/2025 0.32
Low (YTD): 1/10/2025 0.19
52W High: 1/25/2024 1.14
52W Low: 1/10/2025 0.19
Avg. price 1W:   0.29
Avg. volume 1W:   0.00
Avg. price 1M:   0.25
Avg. volume 1M:   0.00
Avg. price 6M:   0.62
Avg. volume 6M:   0.00
Avg. price 1Y:   0.68
Avg. volume 1Y:   0.00
Volatility 1M:   225.88%
Volatility 6M:   177.65%
Volatility 1Y:   158.19%
Volatility 3Y:   -