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Raiffeisen Bank International AG .../  AT0000A33JJ8  /

Raiffeisen EE
2024-06-21  12:00:00 AM Chg.-0.13 Bid- Ask- Underlying Strike price Expiration date Option type
3.21EUR -3.89% -
Bid Size: -		 -
Ask Size: -		 Do & Co AG 130.00 - 2024-09-20 Call
 

Master data

WKN: RC083J
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Do & Co AG
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.99
Leverage: Yes

Calculated values

Fair value: 3.21
Intrinsic value: 3.06
Implied volatility: 0.28
Historic volatility: 0.26
Parity: 3.06
Time value: 0.16
Break-even: 162.20
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.63%
Delta: 0.95
Theta: -0.02
Omega: 4.75
Rho: 0.30
 

Quote data

Open: 3.21
High: 3.21
Low: 3.21
Previous Close: 3.34
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.42%
1 Month  
+47.93%
3 Months  
+65.46%
YTD  
+103.16%
1 Year  
+16.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.34 2.79
1M High / 1M Low: 3.34 1.54
6M High / 6M Low: 3.34 1.04
High (YTD): 2024-06-20 3.34
Low (YTD): 2024-01-24 1.04
52W High: 2024-06-20 3.34
52W Low: 2023-10-09 0.31
Avg. price 1W:   3.06
Avg. volume 1W:   0.00
Avg. price 1M:   2.18
Avg. volume 1M:   0.00
Avg. price 6M:   1.81
Avg. volume 6M:   0.00
Avg. price 1Y:   1.40
Avg. volume 1Y:   0.00
Volatility 1M:   206.85%
Volatility 6M:   154.84%
Volatility 1Y:   153.80%
Volatility 3Y:   -