OverviewChartNewsTraderScreen

Raiffeisen Bank International AG .../  AT0000A33RG7  /

Raiffeisen EE
6/18/2024  12:00:00 AM Chg.+0.03 Bid- Ask- Underlying Strike price Expiration date Option type
0.33EUR +10.74% -
Bid Size: -		 -
Ask Size: -		 Vienna Insurance Gro... 26.00 - 9/20/2024 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: 9/20/2024
Issue date: 4/19/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.24
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: 0.06
Break-even: 29.08
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 6.94%
Delta: 0.81
Theta: -0.01
Omega: 7.46
Rho: 0.05
 

Quote data

Open: 0.33
High: 0.33
Low: 0.33
Previous Close: 0.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.71%
1 Month
  -38.89%
3 Months  
+13.79%
YTD  
+43.48%
1 Year  
+65.00%
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): 5/22/2024 0.56
Low (YTD): 2/15/2024 0.16
52W High: 5/22/2024 0.56
52W Low: 2/15/2024 0.16
Avg. price 1W:   0.33
Avg. volume 1W:   0.00
Avg. price 1M:   0.42
Avg. volume 1M:   0.00
Avg. price 6M:   0.30
Avg. volume 6M:   0.00
Avg. price 1Y:   0.26
Avg. volume 1Y:   0.00
Volatility 1M:   101.21%
Volatility 6M:   85.60%
Volatility 1Y:   98.03%
Volatility 3Y:   -