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Raiffeisen Bank International AG .../  AT0000A33JL4  /

Raiffeisen EE
28/05/2024  00:00:00 Chg.+0.001 Bid- Ask- Underlying Strike price Expiration date Option type
0.085EUR +1.19% -
Bid Size: -		 -
Ask Size: -		 FREQUENTIS AG 32.00 - 20/09/2024 Call
 

Master data

WKN: RC083L
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FREQUENTIS AG
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.10
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.27
Parity: -0.31
Time value: 0.10
Break-even: 32.96
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.52
Spread abs.: 0.02
Spread %: 26.32%
Delta: 0.33
Theta: -0.01
Omega: 9.85
Rho: 0.03
 

Quote data

Open: 0.085
High: 0.085
Low: 0.085
Previous Close: 0.084
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+77.08%
1 Month  
+37.10%
3 Months  
+73.47%
YTD
  -46.20%
1 Year
  -70.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.085 0.048
1M High / 1M Low: 0.085 0.031
6M High / 6M Low: 0.198 0.031
High (YTD): 03/01/2024 0.158
Low (YTD): 14/05/2024 0.031
52W High: 09/06/2023 0.410
52W Low: 14/05/2024 0.031
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.087
Avg. volume 6M:   0.000
Avg. price 1Y:   0.187
Avg. volume 1Y:   0.000
Volatility 1M:   192.43%
Volatility 6M:   182.59%
Volatility 1Y:   151.59%
Volatility 3Y:   -