Raiffeisen Bank International AG .../  AT0000A33DA0  /

Raiffeisen EE
5/17/2024  12:00:00 AM Chg.+0.27 Bid- Ask- Underlying Strike price Expiration date Option type
1.90EUR +16.62% -
Bid Size: -
-
Ask Size: -
ATX 3,700.00 - 9/20/2024 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: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 19.43
Leverage: Yes

Calculated values

Fair value: 1.54
Intrinsic value: 0.50
Implied volatility: 0.16
Historic volatility: 0.11
Parity: 0.50
Time value: 1.43
Break-even: 3,893.00
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.07
Spread %: 3.76%
Delta: 0.63
Theta: -0.76
Omega: 12.24
Rho: 7.43
 

Quote data

Open: 1.90
High: 1.90
Low: 1.90
Previous Close: 1.63
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.01%
1 Month  
+69.64%
3 Months  
+150.00%
YTD  
+61.02%
1 Year  
+7.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.90 1.55
1M High / 1M Low: 1.90 1.11
6M High / 6M Low: 1.90 0.49
High (YTD): 5/17/2024 1.90
Low (YTD): 3/11/2024 0.49
52W High: 5/17/2024 1.90
52W Low: 10/27/2023 0.39
Avg. price 1W:   1.68
Avg. volume 1W:   0.00
Avg. price 1M:   1.35
Avg. volume 1M:   0.00
Avg. price 6M:   0.96
Avg. volume 6M:   0.00
Avg. price 1Y:   1.03
Avg. volume 1Y:   0.00
Volatility 1M:   107.07%
Volatility 6M:   125.05%
Volatility 1Y:   132.08%
Volatility 3Y:   -