Raiffeisen Bank International AG .../  AT0000A33JY7  /

Raiffeisen EE
5/16/2024  12:00:00 AM Chg.+0.008 Bid- Ask- Underlying Strike price Expiration date Option type
0.046EUR +21.05% -
Bid Size: -
-
Ask Size: -
MAYR-MELNHOF KARTON 150.00 - 9/20/2024 Call
 

Master data

WKN: RC083Y
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 210.91
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.26
Parity: -3.40
Time value: 0.06
Break-even: 150.55
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 1.12
Spread abs.: 0.02
Spread %: 57.14%
Delta: 0.07
Theta: -0.01
Omega: 15.13
Rho: 0.03
 

Quote data

Open: 0.046
High: 0.046
Low: 0.046
Previous Close: 0.038
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.33%
1 Month
  -9.80%
3 Months
  -77.99%
YTD
  -86.14%
1 Year
  -97.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.030
1M High / 1M Low: 0.065 0.029
6M High / 6M Low: 0.361 0.029
High (YTD): 1/26/2024 0.321
Low (YTD): 5/6/2024 0.029
52W High: 5/16/2023 1.930
52W Low: 5/6/2024 0.029
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.041
Avg. volume 1M:   0.000
Avg. price 6M:   0.139
Avg. volume 6M:   0.000
Avg. price 1Y:   0.523
Avg. volume 1Y:   0.000
Volatility 1M:   352.07%
Volatility 6M:   264.71%
Volatility 1Y:   221.63%
Volatility 3Y:   -