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Raiffeisen Bank International AG .../  AT0000A33JS9  /

Raiffeisen EE
2024-06-20  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.75EUR -1.06% -
Bid Size: -		 -
Ask Size: -		 Immofinanz Ag 17.00 - 2024-09-20 Call
 

Master data

WKN: RC083S
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Immofinanz Ag
Type: Warrant
Option type: Call
Strike price: 17.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.17
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.69
Implied volatility: 0.66
Historic volatility: 0.13
Parity: 0.69
Time value: 0.06
Break-even: 24.54
Moneyness: 1.41
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.34%
Delta: 0.89
Theta: -0.01
Omega: 2.82
Rho: 0.03
 

Quote data

Open: 0.75
High: 0.75
Low: 0.75
Previous Close: 0.76
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.35%
1 Month  
+5.63%
3 Months  
+11.94%
YTD  
+56.25%
1 Year  
+167.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.77 0.74
1M High / 1M Low: 0.77 0.71
6M High / 6M Low: 0.77 0.46
High (YTD): 2024-06-18 0.77
Low (YTD): 2024-02-29 0.46
52W High: 2024-06-18 0.77
52W Low: 2023-06-27 0.27
Avg. price 1W:   0.75
Avg. volume 1W:   0.00
Avg. price 1M:   0.74
Avg. volume 1M:   0.00
Avg. price 6M:   0.61
Avg. volume 6M:   0.00
Avg. price 1Y:   0.47
Avg. volume 1Y:   0.00
Volatility 1M:   21.23%
Volatility 6M:   39.78%
Volatility 1Y:   50.83%
Volatility 3Y:   -