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Raiffeisen Bank International AG .../  AT0000A33AW0  /

Raiffeisen EE
2024-06-14  12:00:00 AM Chg.-0.14 Bid- Ask- Underlying Strike price Expiration date Option type
1.06EUR -11.67% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 32.00 - 2024-09-20 Call
 

Master data

WKN: RC08VZ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.93
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 1.00
Implied volatility: 0.43
Historic volatility: 0.19
Parity: 1.00
Time value: 0.07
Break-even: 42.70
Moneyness: 1.31
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.90%
Delta: 0.92
Theta: -0.01
Omega: 3.61
Rho: 0.07
 

Quote data

Open: 1.06
High: 1.06
Low: 1.06
Previous Close: 1.20
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.08%
1 Month
  -31.61%
3 Months  
+43.24%
YTD  
+76.67%
1 Year  
+112.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.34 1.06
1M High / 1M Low: 1.57 1.06
6M High / 6M Low: 1.57 0.56
High (YTD): 2024-05-20 1.57
Low (YTD): 2024-02-29 0.57
52W High: 2024-05-20 1.57
52W Low: 2023-09-27 0.36
Avg. price 1W:   1.23
Avg. volume 1W:   0.00
Avg. price 1M:   1.37
Avg. volume 1M:   0.00
Avg. price 6M:   0.96
Avg. volume 6M:   0.00
Avg. price 1Y:   0.72
Avg. volume 1Y:   0.00
Volatility 1M:   89.23%
Volatility 6M:   80.43%
Volatility 1Y:   80.65%
Volatility 3Y:   -