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Raiffeisen Bank International AG .../  AT0000A33BT4  /

Raiffeisen EE
2024-06-11  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.48EUR -2.23% -
Bid Size: -		 -
Ask Size: -		 RAIFFEISEN BK INTL I... 12.00 - 2024-09-20 Call
 

Master data

WKN: RC08WX
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.36
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.45
Implied volatility: 0.56
Historic volatility: 0.28
Parity: 0.45
Time value: 0.04
Break-even: 16.92
Moneyness: 1.38
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 4.24%
Delta: 0.90
Theta: -0.01
Omega: 3.02
Rho: 0.03
 

Quote data

Open: 0.48
High: 0.48
Low: 0.48
Previous Close: 0.49
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.00%
1 Month
  -20.00%
3 Months
  -22.58%
YTD
  -29.41%
1 Year  
+41.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.54 0.48
1M High / 1M Low: 0.61 0.48
6M High / 6M Low: 0.85 0.44
High (YTD): 2024-02-22 0.85
Low (YTD): 2024-06-11 0.48
52W High: 2024-02-22 0.85
52W Low: 2023-09-27 0.21
Avg. price 1W:   0.51
Avg. volume 1W:   0.00
Avg. price 1M:   0.54
Avg. volume 1M:   0.00
Avg. price 6M:   0.66
Avg. volume 6M:   0.00
Avg. price 1Y:   0.48
Avg. volume 1Y:   0.00
Volatility 1M:   60.41%
Volatility 6M:   90.88%
Volatility 1Y:   89.56%
Volatility 3Y:   -