Raiffeisen Bank International AG .../  AT0000A33LV9  /

Raiffeisen EE
5/14/2024  12:00:00 AM Chg.0.000 Bid- Ask- Underlying Strike price Expiration date Option type
0.038EUR 0.00% -
Bid Size: -
-
Ask Size: -
OESTERREICH. POST AG 36.00 - 9/20/2024 Call
 

Master data

WKN: RC085J
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 9/20/2024
Issue date: 4/5/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 67.08
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -0.38
Time value: 0.05
Break-even: 36.48
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.43
Spread abs.: 0.02
Spread %: 71.43%
Delta: 0.23
Theta: -0.01
Omega: 15.16
Rho: 0.02
 

Quote data

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

Performance

1 Week  
+15.15%
1 Month  
+22.58%
3 Months  
+15.15%
YTD
  -63.11%
1 Year
  -83.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.045 0.033
1M High / 1M Low: 0.045 0.013
6M High / 6M Low: 0.123 0.013
High (YTD): 1/4/2024 0.103
Low (YTD): 5/6/2024 0.013
52W High: 5/29/2023 0.260
52W Low: 5/6/2024 0.013
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.054
Avg. volume 6M:   0.000
Avg. price 1Y:   0.113
Avg. volume 1Y:   0.000
Volatility 1M:   431.47%
Volatility 6M:   214.60%
Volatility 1Y:   167.54%
Volatility 3Y:   -