Raiffeisen Bank International AG .../  AT0000A3B4K1  /

Raiffeisen EE
2024-06-17  12:00:00 AM Chg.+0.046 Bid- Ask- Underlying Strike price Expiration date Option type
0.195EUR +30.87% -
Bid Size: -
-
Ask Size: -
AT+S AUSTR.T.+SYSTEM... 22.00 - 2024-09-20 Call
 

Master data

WKN: RC1DAL
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: AT+S AUSTR.T.+SYSTEMT.
Type: Warrant
Option type: Call
Strike price: 22.00 -
Maturity: 2024-09-20
Issue date: 2024-03-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.27
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.42
Parity: -0.09
Time value: 0.16
Break-even: 23.59
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 0.54
Spread abs.: 0.02
Spread %: 14.39%
Delta: 0.49
Theta: -0.01
Omega: 6.47
Rho: 0.02
 

Quote data

Open: 0.195
High: 0.195
Low: 0.195
Previous Close: 0.149
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.83%
1 Month
  -26.69%
3 Months  
+214.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.256 0.149
1M High / 1M Low: 0.273 0.149
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.196
Avg. volume 1W:   0.000
Avg. price 1M:   0.211
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   213.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -