Raiffeisen Bank International AG .../  AT0000A33KX7  /

Raiffeisen EE
5/21/2024  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.41EUR -2.37% -
Bid Size: -
-
Ask Size: -
WIENERBERGER 33.00 - 9/20/2024 Call
 

Master data

WKN: RC084X
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 33.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.49
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.24
Implied volatility: 0.32
Historic volatility: 0.22
Parity: 0.24
Time value: 0.18
Break-even: 37.17
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 2.46%
Delta: 0.71
Theta: -0.01
Omega: 6.00
Rho: 0.07
 

Quote data

Open: 0.41
High: 0.41
Low: 0.41
Previous Close: 0.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.82%
1 Month  
+105.00%
3 Months  
+70.83%
YTD  
+141.18%
1 Year  
+115.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.44 0.41
1M High / 1M Low: 0.44 0.18
6M High / 6M Low: 0.44 0.07
High (YTD): 5/15/2024 0.44
Low (YTD): 1/17/2024 0.08
52W High: 5/15/2024 0.44
52W Low: 10/25/2023 0.03
Avg. price 1W:   0.42
Avg. volume 1W:   0.00
Avg. price 1M:   0.34
Avg. volume 1M:   0.00
Avg. price 6M:   0.22
Avg. volume 6M:   0.00
Avg. price 1Y:   0.17
Avg. volume 1Y:   0.00
Volatility 1M:   160.60%
Volatility 6M:   165.42%
Volatility 1Y:   155.00%
Volatility 3Y:   -