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Raiffeisen Bank International AG .../  AT0000A33JL4  /

Raiffeisen EE
5/28/2024  12:00:00 AM Chg.+0.001 Bid- Ask- Underlying Strike price Expiration date Option type
0.085EUR +1.19% -
Bid Size: -		 -
Ask Size: -		 FREQUENTIS AG 32.00 - 9/20/2024 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: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 31.43
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -0.34
Time value: 0.09
Break-even: 32.91
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.57
Spread abs.: 0.02
Spread %: 28.17%
Delta: 0.31
Theta: -0.01
Omega: 9.78
Rho: 0.02
 

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  
+57.41%
1 Month  
+51.79%
3 Months  
+73.47%
YTD
  -46.20%
1 Year
  -69.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.085 0.054
1M High / 1M Low: 0.085 0.031
6M High / 6M Low: 0.198 0.031
High (YTD): 1/3/2024 0.158
Low (YTD): 5/14/2024 0.031
52W High: 6/9/2023 0.410
52W Low: 5/14/2024 0.031
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   0.087
Avg. volume 6M:   0.000
Avg. price 1Y:   0.186
Avg. volume 1Y:   0.000
Volatility 1M:   192.33%
Volatility 6M:   182.59%
Volatility 1Y:   151.84%
Volatility 3Y:   -