Raiffeisen Bank International AG .../  AT0000A33DF9  /

Raiffeisen EE
07/06/2024  00:00:00 Chg.-0.17 Bid- Ask- Underlying Strike price Expiration date Option type
8.86EUR -1.88% -
Bid Size: -
-
Ask Size: -
ATX 2,800.00 - 20/09/2024 Call
 

Master data

WKN: RC08YK
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 2,800.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 4.04
Leverage: Yes

Calculated values

Fair value: 8.88
Intrinsic value: 8.59
Implied volatility: 0.35
Historic volatility: 0.11
Parity: 8.59
Time value: 0.47
Break-even: 3,706.00
Moneyness: 1.31
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.07
Spread %: 0.78%
Delta: 0.94
Theta: -0.64
Omega: 3.81
Rho: 7.25
 

Quote data

Open: 8.86
High: 8.86
Low: 8.86
Previous Close: 9.03
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.57%
1 Month  
+4.48%
3 Months  
+57.37%
YTD  
+31.45%
1 Year  
+42.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.03 8.47
1M High / 1M Low: 9.36 8.47
6M High / 6M Low: 9.36 5.41
High (YTD): 21/05/2024 9.36
Low (YTD): 11/03/2024 5.41
52W High: 21/05/2024 9.36
52W Low: 27/10/2023 3.92
Avg. price 1W:   8.84
Avg. volume 1W:   0.00
Avg. price 1M:   8.93
Avg. volume 1M:   0.00
Avg. price 6M:   6.91
Avg. volume 6M:   0.00
Avg. price 1Y:   6.21
Avg. volume 1Y:   0.00
Volatility 1M:   45.87%
Volatility 6M:   45.02%
Volatility 1Y:   53.01%
Volatility 3Y:   -