Raiffeisen Bank International AG .../  AT0000A35ZE0  /

Raiffeisen EE
2024-06-07  12:00:00 AM Chg.-0.012 Bid- Ask- Underlying Strike price Expiration date Option type
0.030EUR -28.57% -
Bid Size: -
-
Ask Size: -
LENZING AG 45.00 - 2024-09-20 Call
 

Master data

WKN: RC1AQ2
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: LENZING AG
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-09-20
Issue date: 2023-06-22
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 53.63
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.46
Parity: -1.18
Time value: 0.06
Break-even: 45.62
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 2.03
Spread abs.: 0.03
Spread %: 93.75%
Delta: 0.16
Theta: -0.01
Omega: 8.34
Rho: 0.01
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.042
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -49.15%
1 Month
  -69.07%
3 Months  
+7.14%
YTD
  -82.95%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.045 0.030
1M High / 1M Low: 0.126 0.030
6M High / 6M Low: 0.245 0.014
High (YTD): 2024-01-02 0.172
Low (YTD): 2024-03-18 0.014
52W High: - -
52W Low: - -
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   0.081
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   241.48%
Volatility 6M:   416.25%
Volatility 1Y:   -
Volatility 3Y:   -