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Raiffeisen Bank International AG .../  AT0000A33B27  /

Raiffeisen EE
6/21/2024  12:00:00 AM Chg.-0.09 Bid- Ask- Underlying Strike price Expiration date Option type
1.77EUR -4.84% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 26.00 - 9/20/2024 Call
 

Master data

WKN: RC08V5
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.44
Leverage: Yes

Calculated values

Fair value: 1.76
Intrinsic value: 1.74
Implied volatility: 0.60
Historic volatility: 0.19
Parity: 1.74
Time value: 0.04
Break-even: 43.80
Moneyness: 1.67
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.14%
Delta: 0.97
Theta: -0.01
Omega: 2.37
Rho: 0.06
 

Quote data

Open: 1.77
High: 1.77
Low: 1.77
Previous Close: 1.86
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.59%
1 Month
  -16.11%
3 Months  
+22.92%
YTD  
+58.04%
1 Year  
+142.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.86 1.74
1M High / 1M Low: 2.11 1.63
6M High / 6M Low: 2.16 1.10
High (YTD): 5/20/2024 2.16
Low (YTD): 1/3/2024 1.10
52W High: 5/20/2024 2.16
52W Low: 6/23/2023 0.73
Avg. price 1W:   1.79
Avg. volume 1W:   0.00
Avg. price 1M:   1.88
Avg. volume 1M:   0.00
Avg. price 6M:   1.56
Avg. volume 6M:   0.00
Avg. price 1Y:   1.24
Avg. volume 1Y:   0.00
Volatility 1M:   73.62%
Volatility 6M:   54.68%
Volatility 1Y:   54.73%
Volatility 3Y:   -