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Raiffeisen Bank International AG .../  AT0000A33BG1  /

Raiffeisen EE
2024-05-28  12:00:00 AM Chg.-0.018 Bid- Ask- Underlying Strike price Expiration date Option type
0.108EUR -14.29% -
Bid Size: -		 -
Ask Size: -		 OMV AG 49.16 - 2024-09-20 Call
 

Master data

WKN: RC08WK
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 49.16 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 9.45:1
Exercise type: American
Quanto: -
Gearing: 46.61
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.25
Parity: -0.35
Time value: 0.10
Break-even: 50.14
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 40.54%
Delta: 0.32
Theta: -0.01
Omega: 14.79
Rho: 0.04
 

Quote data

Open: 0.108
High: 0.108
Low: 0.108
Previous Close: 0.126
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.56%
1 Month  
+10.20%
3 Months  
+27.06%
YTD
  -10.00%
1 Year
  -37.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.131 0.108
1M High / 1M Low: 0.171 0.077
6M High / 6M Low: 0.171 0.059
High (YTD): 2024-05-21 0.171
Low (YTD): 2024-03-11 0.059
52W High: 2023-09-20 0.415
52W Low: 2024-03-11 0.059
Avg. price 1W:   0.121
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   0.104
Avg. volume 6M:   0.000
Avg. price 1Y:   0.190
Avg. volume 1Y:   0.000
Volatility 1M:   219.83%
Volatility 6M:   183.26%
Volatility 1Y:   189.85%
Volatility 3Y:   -