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Raiffeisen Bank International AG .../  AT0000A33JL4  /

Raiffeisen EE
2024-06-07  12:00:00 AM Chg.+0.008 Bid- Ask- Underlying Strike price Expiration date Option type
0.126EUR +6.78% -
Bid Size: -		 -
Ask Size: -		 FREQUENTIS AG 32.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.69
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.27
Parity: -0.16
Time value: 0.13
Break-even: 33.34
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.38
Spread abs.: 0.02
Spread %: 17.54%
Delta: 0.43
Theta: -0.01
Omega: 9.66
Rho: 0.03
 

Quote data

Open: 0.126
High: 0.126
Low: 0.126
Previous Close: 0.118
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+157.14%
3 Months  
+193.02%
YTD
  -20.25%
1 Year
  -67.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.126 0.105
1M High / 1M Low: 0.126 0.031
6M High / 6M Low: 0.198 0.031
High (YTD): 2024-01-03 0.158
Low (YTD): 2024-05-14 0.031
52W High: 2023-06-09 0.410
52W Low: 2024-05-14 0.031
Avg. price 1W:   0.113
Avg. volume 1W:   0.000
Avg. price 1M:   0.069
Avg. volume 1M:   0.000
Avg. price 6M:   0.087
Avg. volume 6M:   0.000
Avg. price 1Y:   0.181
Avg. volume 1Y:   0.000
Volatility 1M:   175.21%
Volatility 6M:   179.41%
Volatility 1Y:   149.06%
Volatility 3Y:   -