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Raiffeisen Bank International AG .../  AT0000A33RH5  /

Raiffeisen EE
07/06/2024  00:00:00 Chg.-0.008 Bid- Ask- Underlying Strike price Expiration date Option type
0.249EUR -3.11% -
Bid Size: -		 -
Ask Size: -		 Vienna Insurance Gro... 28.00 - 20/09/2024 Call
 

Master data

WKN: RC089H
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Vienna Insurance Group
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 20/09/2024
Issue date: 19/04/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.39
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.15
Implied volatility: 0.25
Historic volatility: 0.16
Parity: 0.15
Time value: 0.11
Break-even: 30.59
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 8.37%
Delta: 0.70
Theta: -0.01
Omega: 8.01
Rho: 0.05
 

Quote data

Open: 0.249
High: 0.249
Low: 0.249
Previous Close: 0.257
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.75%
1 Month
  -1.97%
3 Months  
+53.70%
YTD  
+75.35%
1 Year  
+87.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.259 0.243
1M High / 1M Low: 0.357 0.240
6M High / 6M Low: 0.357 0.086
High (YTD): 22/05/2024 0.357
Low (YTD): 15/02/2024 0.086
52W High: 22/05/2024 0.357
52W Low: 15/02/2024 0.086
Avg. price 1W:   0.251
Avg. volume 1W:   0.000
Avg. price 1M:   0.298
Avg. volume 1M:   0.000
Avg. price 6M:   0.178
Avg. volume 6M:   0.000
Avg. price 1Y:   0.157
Avg. volume 1Y:   0.000
Volatility 1M:   116.00%
Volatility 6M:   101.70%
Volatility 1Y:   112.57%
Volatility 3Y:   -