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Raiffeisen Bank International AG .../  AT0000A33AU4  /

Raiffeisen EE
2024-06-21  12:00:00 AM Chg.-0.08 Bid- Ask- Underlying Strike price Expiration date Option type
1.58EUR -4.82% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 28.00 - 2024-09-20 Call
 

Master data

WKN: RC08VX
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.75
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.54
Implied volatility: 0.51
Historic volatility: 0.19
Parity: 1.54
Time value: 0.04
Break-even: 43.80
Moneyness: 1.55
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.28%
Delta: 0.97
Theta: -0.01
Omega: 2.66
Rho: 0.06
 

Quote data

Open: 1.58
High: 1.58
Low: 1.58
Previous Close: 1.66
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.72%
1 Month
  -17.28%
3 Months  
+27.42%
YTD  
+68.09%
1 Year  
+159.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.66 1.55
1M High / 1M Low: 1.91 1.44
6M High / 6M Low: 1.96 0.92
High (YTD): 2024-05-20 1.96
Low (YTD): 2024-01-03 0.92
52W High: 2024-05-20 1.96
52W Low: 2023-09-27 0.60
Avg. price 1W:   1.59
Avg. volume 1W:   0.00
Avg. price 1M:   1.68
Avg. volume 1M:   0.00
Avg. price 6M:   1.37
Avg. volume 6M:   0.00
Avg. price 1Y:   1.06
Avg. volume 1Y:   0.00
Volatility 1M:   80.11%
Volatility 6M:   61.12%
Volatility 1Y:   61.52%
Volatility 3Y:   -