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Raiffeisen Bank International AG .../  AT0000A33DE2  /

Raiffeisen EE
07/06/2024  00:00:00 Chg.-0.17 Bid- Ask- Underlying Strike price Expiration date Option type
7.92EUR -2.10% -
Bid Size: -		 -
Ask Size: -		 ATX 2,900.00 - 20/09/2024 Call
 

Master data

WKN: RC08YJ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 2,900.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 4.60
Leverage: Yes

Calculated values

Fair value: 7.89
Intrinsic value: 7.59
Implied volatility: 0.26
Historic volatility: 0.11
Parity: 7.59
Time value: 0.37
Break-even: 3,696.00
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.07
Spread %: 0.89%
Delta: 0.97
Theta: -0.46
Omega: 4.44
Rho: 7.81
 

Quote data

Open: 7.92
High: 7.92
Low: 7.92
Previous Close: 8.09
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.51%
1 Month  
+4.49%
3 Months  
+63.64%
YTD  
+32.89%
1 Year  
+43.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.09 7.54
1M High / 1M Low: 8.43 7.54
6M High / 6M Low: 8.43 4.63
High (YTD): 21/05/2024 8.43
Low (YTD): 11/03/2024 4.63
52W High: 21/05/2024 8.43
52W Low: 27/10/2023 3.27
Avg. price 1W:   7.91
Avg. volume 1W:   0.00
Avg. price 1M:   8.00
Avg. volume 1M:   0.00
Avg. price 6M:   6.08
Avg. volume 6M:   0.00
Avg. price 1Y:   5.45
Avg. volume 1Y:   0.00
Volatility 1M:   50.38%
Volatility 6M:   49.75%
Volatility 1Y:   58.72%
Volatility 3Y:   -