Raiffeisen Bank International AG .../  AT0000A3F7P9  /

Raiffeisen EE
1/24/2025  12:00:00 AM Chg.-0.05 Bid- Ask- Underlying Strike price Expiration date Option type
0.63EUR -6.77% -
Bid Size: -
-
Ask Size: -
LENZING AG 28.00 EUR 3/20/2026 Put
 

Master data

WKN: RC1FLG
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: LENZING AG
Type: Warrant
Option type: Put
Strike price: 28.00 EUR
Maturity: 3/20/2026
Issue date: 9/13/2024
Last trading day: 3/19/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.02
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.21
Implied volatility: 0.52
Historic volatility: 0.45
Parity: 0.21
Time value: 0.44
Break-even: 21.55
Moneyness: 1.08
Premium: 0.17
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 4.88%
Delta: -0.42
Theta: -0.01
Omega: -1.70
Rho: -0.20
 

Quote data

Open: 0.63
High: 0.63
Low: 0.63
Previous Close: 0.68
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month  
+21.15%
3 Months  
+90.91%
YTD  
+34.04%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.68 0.63
1M High / 1M Low: 0.70 0.44
6M High / 6M Low: - -
High (YTD): 1/17/2025 0.70
Low (YTD): 1/2/2025 0.44
52W High: - -
52W Low: - -
Avg. price 1W:   0.67
Avg. volume 1W:   0.00
Avg. price 1M:   0.57
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -