Raiffeisen Bank International AG .../  AT0000A33AS8  /

Raiffeisen EE
2024-06-21  12:00:00 AM Chg.-0.06 Bid- Ask- Underlying Strike price Expiration date Option type
0.30EUR -17.27% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 60.00 - 2024-09-20 Call
 

Master data

WKN: RC08VV
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.10
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.25
Parity: -0.01
Time value: 0.37
Break-even: 63.72
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 5.68%
Delta: 0.55
Theta: -0.02
Omega: 8.84
Rho: 0.07
 

Quote data

Open: 0.30
High: 0.30
Low: 0.30
Previous Close: 0.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.43%
1 Month
  -33.33%
3 Months  
+25.00%
YTD  
+172.73%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.36 0.27
1M High / 1M Low: 0.52 0.23
6M High / 6M Low: 0.52 0.04
High (YTD): 2024-05-28 0.52
Low (YTD): 2024-01-17 0.04
52W High: 2024-05-28 0.52
52W Low: 2024-01-17 0.04
Avg. price 1W:   0.32
Avg. volume 1W:   0.00
Avg. price 1M:   0.39
Avg. volume 1M:   0.00
Avg. price 6M:   0.22
Avg. volume 6M:   0.00
Avg. price 1Y:   0.17
Avg. volume 1Y:   0.00
Volatility 1M:   247.03%
Volatility 6M:   214.83%
Volatility 1Y:   194.38%
Volatility 3Y:   -