Raiffeisen Bank International AG .../  AT0000A33JN0  /

Raiffeisen EE
03/06/2024  00:00:00 Chg.+0.002 Bid- Ask- Underlying Strike price Expiration date Option type
0.029EUR +7.41% -
Bid Size: -
-
Ask Size: -
FREQUENTIS AG 36.00 - 20/09/2024 Call
 

Master data

WKN: RC083N
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FREQUENTIS AG
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 81.67
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -0.66
Time value: 0.04
Break-even: 36.36
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 1.04
Spread abs.: 0.02
Spread %: 125.00%
Delta: 0.15
Theta: -0.01
Omega: 12.21
Rho: 0.01
 

Quote data

Open: 0.029
High: 0.029
Low: 0.029
Previous Close: 0.027
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.82%
1 Month  
+123.08%
3 Months  
+38.10%
YTD
  -60.27%
1 Year
  -82.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.029 0.022
1M High / 1M Low: 0.029 0.011
6M High / 6M Low: 0.099 0.011
High (YTD): 03/01/2024 0.073
Low (YTD): 17/05/2024 0.011
52W High: 09/06/2023 0.260
52W Low: 17/05/2024 0.011
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.034
Avg. volume 6M:   0.000
Avg. price 1Y:   0.098
Avg. volume 1Y:   0.000
Volatility 1M:   178.74%
Volatility 6M:   218.20%
Volatility 1Y:   180.69%
Volatility 3Y:   -