Raiffeisen Bank International AG .../  AT0000A37H84  /

Raiffeisen EE
1/24/2025  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.72EUR -1.50% -
Bid Size: -
-
Ask Size: -
VIENNA INSURANCE GRO... 24.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1BDB
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VIENNA INSURANCE GROUP AG
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 3/21/2025
Issue date: 10/9/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.26
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.71
Implied volatility: 0.42
Historic volatility: 0.15
Parity: 0.71
Time value: 0.02
Break-even: 31.30
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 2.82%
Delta: 0.95
Theta: -0.01
Omega: 4.07
Rho: 0.03
 

Quote data

Open: 0.72
High: 0.72
Low: 0.72
Previous Close: 0.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.70%
1 Month  
+12.50%
3 Months  
+5.88%
YTD  
+12.50%
1 Year  
+80.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.73 0.72
1M High / 1M Low: 0.74 0.61
6M High / 6M Low: 0.83 0.51
High (YTD): 1/17/2025 0.74
Low (YTD): 1/13/2025 0.61
52W High: 9/2/2024 0.83
52W Low: 2/15/2024 0.32
Avg. price 1W:   0.73
Avg. volume 1W:   0.00
Avg. price 1M:   0.67
Avg. volume 1M:   0.00
Avg. price 6M:   0.63
Avg. volume 6M:   0.00
Avg. price 1Y:   0.59
Avg. volume 1Y:   0.00
Volatility 1M:   51.28%
Volatility 6M:   67.93%
Volatility 1Y:   62.90%
Volatility 3Y:   -