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Raiffeisen Bank International AG .../  AT0000A33K75  /

Raiffeisen EE
2024-06-19  12:00:00 AM Chg.+0.023 Bid- Ask- Underlying Strike price Expiration date Option type
0.161EUR +16.67% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 37.00 - 2024-09-20 Call
 

Master data

WKN: RC0837
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 37.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.82
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.28
Parity: -0.31
Time value: 0.17
Break-even: 38.71
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 0.69
Spread abs.: 0.02
Spread %: 13.25%
Delta: 0.39
Theta: -0.02
Omega: 7.73
Rho: 0.03
 

Quote data

Open: 0.161
High: 0.161
Low: 0.161
Previous Close: 0.138
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.12%
1 Month  
+53.33%
3 Months  
+203.77%
YTD  
+36.44%
1 Year
  -51.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.216 0.138
1M High / 1M Low: 0.241 0.073
6M High / 6M Low: 0.241 0.051
High (YTD): 2024-06-10 0.241
Low (YTD): 2024-03-21 0.051
52W High: 2023-08-17 0.340
52W Low: 2024-03-21 0.051
Avg. price 1W:   0.185
Avg. volume 1W:   0.000
Avg. price 1M:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   0.114
Avg. volume 6M:   0.000
Avg. price 1Y:   0.175
Avg. volume 1Y:   0.000
Volatility 1M:   337.91%
Volatility 6M:   229.01%
Volatility 1Y:   177.91%
Volatility 3Y:   -