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Raiffeisen Bank International AG .../  AT0000A33RG7  /

Raiffeisen EE
14/06/2024  00:00:00 Chg.-0.04 Bid- Ask- Underlying Strike price Expiration date Option type
0.30EUR -12.28% -
Bid Size: -		 -
Ask Size: -		 Vienna Insurance Gro... 26.00 - 20/09/2024 Call
 

Master data

WKN: RC089G
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Vienna Insurance Group
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 20/09/2024
Issue date: 19/04/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.18
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.25
Implied volatility: 0.24
Historic volatility: 0.16
Parity: 0.25
Time value: 0.07
Break-even: 29.10
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 6.90%
Delta: 0.81
Theta: -0.01
Omega: 7.40
Rho: 0.05
 

Quote data

Open: 0.30
High: 0.30
Low: 0.30
Previous Close: 0.34
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.83%
1 Month
  -42.31%
3 Months  
+3.45%
YTD  
+30.43%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.38 0.30
1M High / 1M Low: 0.56 0.30
6M High / 6M Low: 0.56 0.16
High (YTD): 22/05/2024 0.56
Low (YTD): 15/02/2024 0.16
52W High: 22/05/2024 0.56
52W Low: 15/02/2024 0.16
Avg. price 1W:   0.35
Avg. volume 1W:   0.00
Avg. price 1M:   0.45
Avg. volume 1M:   0.00
Avg. price 6M:   0.30
Avg. volume 6M:   0.00
Avg. price 1Y:   0.25
Avg. volume 1Y:   0.00
Volatility 1M:   91.52%
Volatility 6M:   86.99%
Volatility 1Y:   97.52%
Volatility 3Y:   -