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Raiffeisen Bank International AG .../  AT0000A33AQ2  /

Raiffeisen EE
2024-06-21  12:00:00 AM Chg.-0.09 Bid- Ask- Underlying Strike price Expiration date Option type
0.82EUR -9.35% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 52.00 - 2024-09-20 Call
 

Master data

WKN: RC08VT
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 52.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.49
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.79
Implied volatility: 0.33
Historic volatility: 0.25
Parity: 0.79
Time value: 0.13
Break-even: 61.23
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 2.21%
Delta: 0.84
Theta: -0.02
Omega: 5.47
Rho: 0.10
 

Quote data

Open: 0.82
High: 0.82
Low: 0.82
Previous Close: 0.91
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.84%
1 Month
  -16.33%
3 Months  
+26.15%
YTD  
+215.38%
1 Year  
+110.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.91 0.69
1M High / 1M Low: 1.11 0.69
6M High / 6M Low: 1.11 0.14
High (YTD): 2024-05-28 1.11
Low (YTD): 2024-01-17 0.14
52W High: 2024-05-28 1.11
52W Low: 2023-10-27 0.12
Avg. price 1W:   0.83
Avg. volume 1W:   0.00
Avg. price 1M:   0.93
Avg. volume 1M:   0.00
Avg. price 6M:   0.57
Avg. volume 6M:   0.00
Avg. price 1Y:   0.40
Avg. volume 1Y:   0.00
Volatility 1M:   148.44%
Volatility 6M:   160.50%
Volatility 1Y:   153.27%
Volatility 3Y:   -