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Raiffeisen Bank International AG .../  AT0000A33AM1  /

Raiffeisen EE
2024-06-21  12:00:00 AM Chg.-0.12 Bid- Ask- Underlying Strike price Expiration date Option type
1.91EUR -5.91% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 40.00 - 2024-09-20 Call
 

Master data

WKN: RC08VQ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.94
Leverage: Yes

Calculated values

Fair value: 2.03
Intrinsic value: 1.99
Implied volatility: 0.45
Historic volatility: 0.25
Parity: 1.99
Time value: 0.05
Break-even: 60.40
Moneyness: 1.50
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.99%
Delta: 0.97
Theta: -0.01
Omega: 2.86
Rho: 0.09
 

Quote data

Open: 1.91
High: 1.91
Low: 1.91
Previous Close: 2.03
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.52%
1 Month
  -8.61%
3 Months  
+6.70%
YTD  
+103.19%
1 Year  
+105.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.03 1.76
1M High / 1M Low: 2.23 1.76
6M High / 6M Low: 2.23 0.70
High (YTD): 2024-05-28 2.23
Low (YTD): 2024-01-17 0.70
52W High: 2024-05-28 2.23
52W Low: 2023-10-27 0.49
Avg. price 1W:   1.92
Avg. volume 1W:   0.00
Avg. price 1M:   2.04
Avg. volume 1M:   0.00
Avg. price 6M:   1.51
Avg. volume 6M:   0.00
Avg. price 1Y:   1.13
Avg. volume 1Y:   0.00
Volatility 1M:   79.52%
Volatility 6M:   90.14%
Volatility 1Y:   92.70%
Volatility 3Y:   -