Raiffeisen Bank International AG .../  AT0000A33LT3  /

Raiffeisen EE
6/7/2024  12:00:00 AM Chg.+0.002 Bid- Ask- Underlying Strike price Expiration date Option type
0.087EUR +2.35% -
Bid Size: -
-
Ask Size: -
OESTERREICH. POST AG 32.00 - 9/20/2024 Call
 

Master data

WKN: RC085G
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 9/20/2024
Issue date: 4/5/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 32.26
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.15
Parity: -0.14
Time value: 0.10
Break-even: 32.95
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 26.67%
Delta: 0.41
Theta: -0.01
Omega: 13.16
Rho: 0.03
 

Quote data

Open: 0.087
High: 0.087
Low: 0.087
Previous Close: 0.085
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.75%
1 Month
  -39.58%
3 Months  
+12.99%
YTD
  -66.02%
1 Year
  -80.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.087 0.071
1M High / 1M Low: 0.191 0.071
6M High / 6M Low: 0.291 0.071
High (YTD): 1/4/2024 0.257
Low (YTD): 6/4/2024 0.071
52W High: 7/18/2023 0.450
52W Low: 6/4/2024 0.071
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.121
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   0.224
Avg. volume 1Y:   0.000
Volatility 1M:   207.55%
Volatility 6M:   164.95%
Volatility 1Y:   128.55%
Volatility 3Y:   -