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Raiffeisen Bank International AG .../  AT0000A33AR0  /

Raiffeisen EE
2024-06-21  12:00:00 AM Chg.-0.07 Bid- Ask- Underlying Strike price Expiration date Option type
0.53EUR -11.98% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 56.00 - 2024-09-20 Call
 

Master data

WKN: RC08VU
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 56.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.99
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.39
Implied volatility: 0.44
Historic volatility: 0.25
Parity: 0.39
Time value: 0.36
Break-even: 63.50
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.26
Spread abs.: 0.16
Spread %: 26.05%
Delta: 0.68
Theta: -0.03
Omega: 5.41
Rho: 0.08
 

Quote data

Open: 0.53
High: 0.53
Low: 0.53
Previous Close: 0.60
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.26%
1 Month
  -22.06%
3 Months  
+35.90%
YTD  
+211.76%
1 Year  
+82.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.60 0.43
1M High / 1M Low: 0.79 0.43
6M High / 6M Low: 0.79 0.08
High (YTD): 2024-05-28 0.79
Low (YTD): 2024-01-17 0.08
52W High: 2024-05-28 0.79
52W Low: 2023-10-20 0.08
Avg. price 1W:   0.53
Avg. volume 1W:   0.00
Avg. price 1M:   0.63
Avg. volume 1M:   0.00
Avg. price 6M:   0.37
Avg. volume 6M:   0.00
Avg. price 1Y:   0.26
Avg. volume 1Y:   0.00
Volatility 1M:   188.16%
Volatility 6M:   185.51%
Volatility 1Y:   172.08%
Volatility 3Y:   -