1/24/2025  4:58:30 PM Chg.-0.03 Bid4:58:30 PM Ask4:58:30 PM Underlying Strike price Expiration date Option type
0.32EUR -8.57% 0.32
Bid Size: -
0.34
Ask Size: -
VIENNA INSURANCE GRO... 28.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1BDD
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VIENNA INSURANCE GROUP AG
Type: Warrant
Option type: Call
Strike price: 28.00 EUR
Maturity: 3/21/2025
Issue date: 10/9/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.12
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.31
Implied volatility: 0.25
Historic volatility: 0.15
Parity: 0.31
Time value: 0.03
Break-even: 31.41
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 6.23%
Delta: 0.88
Theta: -0.01
Omega: 8.00
Rho: 0.04
 

Quote data

Open: 0.35
High: 0.35
Low: 0.32
Previous Close: 0.35
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month  
+23.08%
3 Months
  -5.88%
YTD  
+23.08%
1 Year  
+60.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.35 0.32
1M High / 1M Low: 0.35 0.23
6M High / 6M Low: 0.47 0.19
High (YTD): 1/23/2025 0.35
Low (YTD): 1/13/2025 0.23
52W High: 9/2/2024 0.47
52W Low: 2/15/2024 0.14
Avg. price 1W:   0.33
Avg. volume 1W:   0.00
Avg. price 1M:   0.28
Avg. volume 1M:   0.00
Avg. price 6M:   0.29
Avg. volume 6M:   0.00
Avg. price 1Y:   0.29
Avg. volume 1Y:   0.00
Volatility 1M:   109.79%
Volatility 6M:   119.80%
Volatility 1Y:   103.80%
Volatility 3Y:   -