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Raiffeisen Bank International AG .../  AT0000A33DA0  /

Raiffeisen EE
2024-06-18  12:00:00 AM Chg.+0.14 Bid- Ask- Underlying Strike price Expiration date Option type
1.11EUR +14.98% -
Bid Size: -		 -
Ask Size: -		 ATX 3,700.00 - 2024-09-20 Call
 

Master data

WKN: RC08YE
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,700.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 38.56
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.11
Parity: -1.41
Time value: 0.92
Break-even: 3,792.30
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.28
Spread abs.: 0.07
Spread %: 8.21%
Delta: 0.40
Theta: -0.84
Omega: 15.36
Rho: 3.41
 

Quote data

Open: 1.11
High: 1.11
Low: 1.11
Previous Close: 0.96
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.27%
1 Month
  -41.58%
3 Months  
+63.24%
YTD
  -5.93%
1 Year
  -31.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.55 0.88
1M High / 1M Low: 1.96 0.88
6M High / 6M Low: 1.96 0.49
High (YTD): 2024-05-21 1.96
Low (YTD): 2024-03-11 0.49
52W High: 2024-05-21 1.96
52W Low: 2023-10-27 0.39
Avg. price 1W:   1.18
Avg. volume 1W:   0.00
Avg. price 1M:   1.54
Avg. volume 1M:   0.00
Avg. price 6M:   1.06
Avg. volume 6M:   0.00
Avg. price 1Y:   1.02
Avg. volume 1Y:   0.00
Volatility 1M:   200.76%
Volatility 6M:   143.16%
Volatility 1Y:   141.05%
Volatility 3Y:   -