Raiffeisen Bank International AG .../  AT0000A33AL3  /

Raiffeisen EE
2024-06-07  12:00:00 AM Chg.+0.039 Bid- Ask- Underlying Strike price Expiration date Option type
0.167EUR +30.47% -
Bid Size: -
-
Ask Size: -
AT+S AUSTR.T.+SYSTEM... 24.00 - 2024-09-20 Call
 

Master data

WKN: RC08VP
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: AT+S AUSTR.T.+SYSTEMT.
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.20
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.42
Parity: -0.18
Time value: 0.14
Break-even: 25.37
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 0.59
Spread abs.: 0.02
Spread %: 17.09%
Delta: 0.43
Theta: -0.01
Omega: 6.89
Rho: 0.02
 

Quote data

Open: 0.167
High: 0.167
Low: 0.167
Previous Close: 0.128
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+65.35%
1 Month  
+51.82%
3 Months  
+209.26%
YTD
  -67.51%
1 Year
  -81.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.167 0.094
1M High / 1M Low: 0.177 0.074
6M High / 6M Low: 0.514 0.032
High (YTD): 2024-01-02 0.447
Low (YTD): 2024-03-19 0.032
52W High: 2023-08-04 1.260
52W Low: 2024-03-19 0.032
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.125
Avg. volume 1M:   0.000
Avg. price 6M:   0.189
Avg. volume 6M:   0.000
Avg. price 1Y:   0.516
Avg. volume 1Y:   0.000
Volatility 1M:   316.25%
Volatility 6M:   221.24%
Volatility 1Y:   174.58%
Volatility 3Y:   -