Raiffeisen Bank International AG .../  AT0000A3BY68  /

Raiffeisen EE
1/24/2025  12:00:00 AM Chg.-0.06 Bid- Ask- Underlying Strike price Expiration date Option type
0.70EUR -8.07% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 25.00 EUR 9/19/2025 Put
 

Master data

WKN: RC1DZP
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Put
Strike price: 25.00 EUR
Maturity: 9/19/2025
Issue date: 4/8/2024
Last trading day: 9/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.52
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.66
Implied volatility: 0.49
Historic volatility: 0.26
Parity: 0.66
Time value: 0.07
Break-even: 17.70
Moneyness: 1.36
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.39%
Delta: -0.70
Theta: 0.00
Omega: -1.76
Rho: -0.13
 

Quote data

Open: 0.70
High: 0.70
Low: 0.70
Previous Close: 0.76
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.41%
1 Month
  -6.67%
3 Months  
+18.64%
YTD
  -5.41%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.76 0.69
1M High / 1M Low: 0.83 0.69
6M High / 6M Low: 0.83 0.37
High (YTD): 1/13/2025 0.83
Low (YTD): 1/24/2025 0.69
52W High: - -
52W Low: - -
Avg. price 1W:   0.72
Avg. volume 1W:   0.00
Avg. price 1M:   0.77
Avg. volume 1M:   0.00
Avg. price 6M:   0.60
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.18%
Volatility 6M:   79.46%
Volatility 1Y:   -
Volatility 3Y:   -