Raiffeisen Bank International AG .../  AT0000A33BR8  /

Raiffeisen EE
31/05/2024  00:00:00 Chg.-0.006 Bid- Ask- Underlying Strike price Expiration date Option type
0.103EUR -5.50% -
Bid Size: -
-
Ask Size: -
RAIFFEISEN BK INTL I... 18.00 - 20/09/2024 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: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.97
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.28
Parity: -0.11
Time value: 0.11
Break-even: 19.13
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.50
Spread abs.: 0.02
Spread %: 21.51%
Delta: 0.45
Theta: -0.01
Omega: 6.79
Rho: 0.02
 

Quote data

Open: 0.103
High: 0.103
Low: 0.103
Previous Close: 0.109
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.90%
1 Month
  -27.97%
3 Months
  -61.28%
YTD
  -56.54%
1 Year
  -21.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.103
1M High / 1M Low: 0.167 0.103
6M High / 6M Low: 0.315 0.090
High (YTD): 30/01/2024 0.315
Low (YTD): 31/05/2024 0.103
52W High: 30/01/2024 0.315
52W Low: 26/09/2023 0.029
Avg. price 1W:   0.113
Avg. volume 1W:   0.000
Avg. price 1M:   0.137
Avg. volume 1M:   0.000
Avg. price 6M:   0.205
Avg. volume 6M:   0.000
Avg. price 1Y:   0.140
Avg. volume 1Y:   0.000
Volatility 1M:   142.67%
Volatility 6M:   188.45%
Volatility 1Y:   173.50%
Volatility 3Y:   -