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Raiffeisen Bank International AG .../  AT0000A33AY6  /

Raiffeisen EE
6/10/2024  12:00:00 AM Chg.-0.03 Bid- Ask- Underlying Strike price Expiration date Option type
0.94EUR -2.70% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 36.00 - 9/20/2024 Call
 

Master data

WKN: RC08V1
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.73
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.86
Implied volatility: 0.36
Historic volatility: 0.18
Parity: 0.86
Time value: 0.08
Break-even: 45.44
Moneyness: 1.24
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 2.16%
Delta: 0.90
Theta: -0.01
Omega: 4.25
Rho: 0.08
 

Quote data

Open: 0.94
High: 0.94
Low: 0.94
Previous Close: 0.96
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.62%
1 Month
  -4.08%
3 Months  
+193.75%
YTD  
+168.57%
1 Year  
+184.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.00 0.89
1M High / 1M Low: 1.17 0.89
6M High / 6M Low: 1.17 0.30
High (YTD): 5/20/2024 1.17
Low (YTD): 3/4/2024 0.30
52W High: 5/20/2024 1.17
52W Low: 9/26/2023 0.20
Avg. price 1W:   0.94
Avg. volume 1W:   0.00
Avg. price 1M:   1.01
Avg. volume 1M:   0.00
Avg. price 6M:   0.61
Avg. volume 6M:   0.00
Avg. price 1Y:   0.45
Avg. volume 1Y:   0.00
Volatility 1M:   98.70%
Volatility 6M:   105.94%
Volatility 1Y:   102.38%
Volatility 3Y:   -