Raiffeisen Bank International AG .../  AT0000A379Y0  /

Raiffeisen EE
22/01/2025  00:00:00 Chg.-0.022 Bid- Ask- Underlying Strike price Expiration date Option type
0.134EUR -14.10% -
Bid Size: -
-
Ask Size: -
ANDRITZ AG 50.00 EUR 21/03/2025 Put
 

Master data

WKN: RC1A7A
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Put
Strike price: 50.00 EUR
Maturity: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -37.79
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.25
Parity: -0.29
Time value: 0.14
Break-even: 48.60
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.65
Spread abs.: 0.02
Spread %: 16.67%
Delta: -0.30
Theta: -0.02
Omega: -11.26
Rho: -0.03
 

Quote data

Open: 0.134
High: 0.134
Low: 0.134
Previous Close: 0.156
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.44%
1 Month
  -64.36%
3 Months  
+65.43%
YTD
  -60.47%
1 Year
  -62.15%
3 Years     -
5 Years     -
1W High / 1W Low: 0.156 0.134
1M High / 1M Low: 0.376 0.134
6M High / 6M Low: 0.383 0.054
High (YTD): 10/01/2025 0.320
Low (YTD): 22/01/2025 0.134
52W High: 20/12/2024 0.383
52W Low: 02/10/2024 0.054
Avg. price 1W:   0.149
Avg. volume 1W:   0.000
Avg. price 1M:   0.263
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   0.000
Avg. price 1Y:   0.222
Avg. volume 1Y:   0.000
Volatility 1M:   130.82%
Volatility 6M:   267.12%
Volatility 1Y:   205.97%
Volatility 3Y:   -