OverviewChartNewsTraderScreen

Raiffeisen Bank International AG .../  AT0000A33AZ3  /

Raiffeisen EE
2024-06-21  12:00:00 AM Chg.-0.07 Bid- Ask- Underlying Strike price Expiration date Option type
0.64EUR -10.20% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 38.00 - 2024-09-20 Call
 

Master data

WKN: RC08V2
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.57
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.54
Implied volatility: 0.78
Historic volatility: 0.19
Parity: 0.54
Time value: 0.41
Break-even: 47.50
Moneyness: 1.14
Premium: 0.09
Premium p.a.: 0.44
Spread abs.: 0.32
Spread %: 50.79%
Delta: 0.71
Theta: -0.03
Omega: 3.26
Rho: 0.05
 

Quote data

Open: 0.64
High: 0.64
Low: 0.64
Previous Close: 0.72
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.75%
1 Month
  -29.67%
3 Months  
+77.78%
YTD  
+146.15%
1 Year  
+204.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.72 0.62
1M High / 1M Low: 0.92 0.53
6M High / 6M Low: 0.97 0.20
High (YTD): 2024-05-20 0.97
Low (YTD): 2024-03-04 0.20
52W High: 2024-05-20 0.97
52W Low: 2023-09-26 0.15
Avg. price 1W:   0.66
Avg. volume 1W:   0.00
Avg. price 1M:   0.74
Avg. volume 1M:   0.00
Avg. price 6M:   0.49
Avg. volume 6M:   0.00
Avg. price 1Y:   0.36
Avg. volume 1Y:   0.00
Volatility 1M:   153.64%
Volatility 6M:   130.94%
Volatility 1Y:   119.22%
Volatility 3Y:   -