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Raiffeisen Bank International AG .../  AT0000A33RF9  /

Raiffeisen EE
2024-06-06  12:00:00 AM Chg.+0.02 Bid- Ask- Underlying Strike price Expiration date Option type
0.60EUR +3.28% -
Bid Size: -		 -
Ask Size: -		 Vienna Insurance Gro... 24.00 - 2024-09-20 Call
 

Master data

WKN: RC089F
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Vienna Insurance Group
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 2024-09-20
Issue date: 2023-04-19
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.87
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.56
Implied volatility: 0.33
Historic volatility: 0.16
Parity: 0.56
Time value: 0.05
Break-even: 30.08
Moneyness: 1.23
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 3.40%
Delta: 0.91
Theta: -0.01
Omega: 4.44
Rho: 0.06
 

Quote data

Open: 0.60
High: 0.60
Low: 0.60
Previous Close: 0.58
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.26%
1 Month  
+1.69%
3 Months  
+57.89%
YTD  
+71.43%
1 Year  
+114.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.60 0.57
1M High / 1M Low: 0.76 0.57
6M High / 6M Low: 0.76 0.27
High (YTD): 2024-05-22 0.76
Low (YTD): 2024-02-15 0.27
52W High: 2024-05-22 0.76
52W Low: 2023-10-20 0.25
Avg. price 1W:   0.59
Avg. volume 1W:   0.00
Avg. price 1M:   0.67
Avg. volume 1M:   0.00
Avg. price 6M:   0.45
Avg. volume 6M:   0.00
Avg. price 1Y:   0.38
Avg. volume 1Y:   0.00
Volatility 1M:   70.34%
Volatility 6M:   65.20%
Volatility 1Y:   81.42%
Volatility 3Y:   -