Raiffeisen Bank International AG .../  AT0000A33A77  /

Raiffeisen EE
5/15/2024  12:00:00 AM Chg.0.000 Bid- Ask- Underlying Strike price Expiration date Option type
0.011EUR 0.00% -
Bid Size: -
-
Ask Size: -
ANDRITZ AG 80.00 - 9/20/2024 Call
 

Master data

WKN: RC08VA
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 272.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.24
Parity: -2.56
Time value: 0.02
Break-even: 80.20
Moneyness: 0.68
Premium: 0.47
Premium p.a.: 2.02
Spread abs.: 0.02
Spread %: 1,900.00%
Delta: 0.05
Theta: 0.00
Omega: 12.54
Rho: 0.01
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.011
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -15.38%
3 Months
  -80.70%
YTD
  -72.50%
1 Year
  -88.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.011
1M High / 1M Low: 0.013 0.011
6M High / 6M Low: 0.060 0.011
High (YTD): 2/22/2024 0.060
Low (YTD): 5/15/2024 0.011
52W High: 5/19/2023 0.106
52W Low: 5/15/2024 0.011
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.025
Avg. volume 6M:   0.000
Avg. price 1Y:   0.029
Avg. volume 1Y:   0.000
Volatility 1M:   66.35%
Volatility 6M:   227.42%
Volatility 1Y:   214.18%
Volatility 3Y:   -