Raiffeisen Bank International AG .../  AT0000A33BR8  /

Raiffeisen EE
2024-06-07  12:00:00 AM Chg.-0.012 Bid- Ask- Underlying Strike price Expiration date Option type
0.099EUR -10.81% -
Bid Size: -
-
Ask Size: -
RAIFFEISEN BK INTL I... 18.00 - 2024-09-20 Call
 

Master data

WKN: RC08WV
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.51
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.28
Parity: -0.11
Time value: 0.11
Break-even: 19.09
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.53
Spread abs.: 0.02
Spread %: 22.47%
Delta: 0.45
Theta: -0.01
Omega: 6.95
Rho: 0.02
 

Quote data

Open: 0.099
High: 0.099
Low: 0.099
Previous Close: 0.111
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.17%
1 Month
  -40.00%
3 Months
  -62.78%
YTD
  -58.23%
1 Year
  -17.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.111 0.092
1M High / 1M Low: 0.165 0.092
6M High / 6M Low: 0.315 0.092
High (YTD): 2024-01-30 0.315
Low (YTD): 2024-06-05 0.092
52W High: 2024-01-30 0.315
52W Low: 2023-09-26 0.029
Avg. price 1W:   0.101
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   0.203
Avg. volume 6M:   0.000
Avg. price 1Y:   0.140
Avg. volume 1Y:   0.000
Volatility 1M:   130.18%
Volatility 6M:   190.41%
Volatility 1Y:   175.75%
Volatility 3Y:   -