Raiffeisen Bank International AG .../  AT0000A33DD4  /

Raiffeisen EE
2024-06-07  12:00:00 AM Chg.-0.07 Bid- Ask- Underlying Strike price Expiration date Option type
0.70EUR -8.81% -
Bid Size: -
-
Ask Size: -
ATX 3,900.00 - 2024-09-20 Call
 

Master data

WKN: RC08YH
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,900.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 49.51
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.11
Parity: -2.41
Time value: 0.74
Break-even: 3,973.90
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.34
Spread abs.: 0.07
Spread %: 10.46%
Delta: 0.32
Theta: -0.77
Omega: 15.81
Rho: 3.06
 

Quote data

Open: 0.70
High: 0.70
Low: 0.70
Previous Close: 0.77
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.39%
1 Month
  -10.26%
3 Months  
+218.18%
YTD  
+11.11%
1 Year
  -30.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.79 0.58
1M High / 1M Low: 1.00 0.58
6M High / 6M Low: 1.00 0.20
High (YTD): 2024-05-21 1.00
Low (YTD): 2024-03-11 0.20
52W High: 2023-06-14 1.13
52W Low: 2023-10-27 0.19
Avg. price 1W:   0.71
Avg. volume 1W:   0.00
Avg. price 1M:   0.82
Avg. volume 1M:   0.00
Avg. price 6M:   0.50
Avg. volume 6M:   0.00
Avg. price 1Y:   0.56
Avg. volume 1Y:   0.00
Volatility 1M:   200.24%
Volatility 6M:   166.88%
Volatility 1Y:   162.03%
Volatility 3Y:   -