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Raiffeisen Bank International AG .../  AT0000A33AN9  /

Raiffeisen EE
2024-06-21  12:00:00 AM Chg.-0.10 Bid- Ask- Underlying Strike price Expiration date Option type
1.53EUR -6.13% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 44.00 - 2024-09-20 Call
 

Master data

WKN: RC08VR
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.63
Leverage: Yes

Calculated values

Fair value: 1.63
Intrinsic value: 1.59
Implied volatility: 0.39
Historic volatility: 0.25
Parity: 1.59
Time value: 0.06
Break-even: 60.50
Moneyness: 1.36
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.23%
Delta: 0.96
Theta: -0.01
Omega: 3.48
Rho: 0.10
 

Quote data

Open: 1.53
High: 1.53
Low: 1.53
Previous Close: 1.63
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.68%
1 Month
  -11.05%
3 Months  
+6.25%
YTD  
+150.82%
1 Year  
+131.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.63 1.46
1M High / 1M Low: 1.84 1.37
6M High / 6M Low: 1.84 0.41
High (YTD): 2024-05-28 1.84
Low (YTD): 2024-01-17 0.41
52W High: 2024-05-28 1.84
52W Low: 2023-10-27 0.29
Avg. price 1W:   1.57
Avg. volume 1W:   0.00
Avg. price 1M:   1.64
Avg. volume 1M:   0.00
Avg. price 6M:   1.14
Avg. volume 6M:   0.00
Avg. price 1Y:   0.83
Avg. volume 1Y:   0.00
Volatility 1M:   99.16%
Volatility 6M:   116.40%
Volatility 1Y:   115.17%
Volatility 3Y:   -