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Raiffeisen Bank International AG .../  AT0000A33JF6  /

Raiffeisen EE
2024-06-21  12:00:00 AM Chg.-0.10 Bid- Ask- Underlying Strike price Expiration date Option type
5.70EUR -1.72% -
Bid Size: -		 -
Ask Size: -		 Do & Co AG 105.00 - 2024-09-20 Call
 

Master data

WKN: RC083F
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Do & Co AG
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.83
Leverage: Yes

Calculated values

Fair value: 5.65
Intrinsic value: 5.56
Implied volatility: 0.45
Historic volatility: 0.26
Parity: 5.56
Time value: 0.12
Break-even: 161.80
Moneyness: 1.53
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.35%
Delta: 0.98
Theta: -0.02
Omega: 2.77
Rho: 0.25
 

Quote data

Open: 5.70
High: 5.70
Low: 5.70
Previous Close: 5.80
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.69%
1 Month  
+28.67%
3 Months  
+43.58%
YTD  
+71.17%
1 Year  
+30.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.80 5.20
1M High / 1M Low: 5.80 3.66
6M High / 6M Low: 5.80 2.57
High (YTD): 2024-06-20 5.80
Low (YTD): 2024-01-24 2.57
52W High: 2024-06-20 5.80
52W Low: 2023-10-09 1.01
Avg. price 1W:   5.50
Avg. volume 1W:   0.00
Avg. price 1M:   4.46
Avg. volume 1M:   0.00
Avg. price 6M:   3.79
Avg. volume 6M:   0.00
Avg. price 1Y:   2.98
Avg. volume 1Y:   0.00
Volatility 1M:   113.41%
Volatility 6M:   93.54%
Volatility 1Y:   100.37%
Volatility 3Y:   -