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Raiffeisen Bank International AG .../  AT0000A33CH7  /

Raiffeisen EE
21/05/2024  00:00:00 Chg.+0.04 Bid- Ask- Underlying Strike price Expiration date Option type
0.63EUR +6.73% -
Bid Size: -		 -
Ask Size: -		 AT+S AUSTR.T.+SYSTEM... 28.00 - 20/09/2024 Put
 

Master data

WKN: RC08XM
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: AT+S AUSTR.T.+SYSTEMT.
Type: Warrant
Option type: Put
Strike price: 28.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.34
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.62
Implied volatility: 0.48
Historic volatility: 0.42
Parity: 0.62
Time value: 0.04
Break-even: 21.47
Moneyness: 1.28
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 3.16%
Delta: -0.77
Theta: -0.01
Omega: -2.56
Rho: -0.08
 

Quote data

Open: 0.63
High: 0.63
Low: 0.63
Previous Close: 0.59
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.00%
1 Month
  -29.21%
3 Months
  -23.17%
YTD  
+43.18%
1 Year  
+18.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.75 0.59
1M High / 1M Low: 0.89 0.59
6M High / 6M Low: 1.16 0.44
High (YTD): 20/03/2024 1.16
Low (YTD): 02/01/2024 0.49
52W High: 20/03/2024 1.16
52W Low: 04/08/2023 0.28
Avg. price 1W:   0.64
Avg. volume 1W:   0.00
Avg. price 1M:   0.77
Avg. volume 1M:   0.00
Avg. price 6M:   0.76
Avg. volume 6M:   0.00
Avg. price 1Y:   0.58
Avg. volume 1Y:   0.00
Volatility 1M:   113.42%
Volatility 6M:   87.66%
Volatility 1Y:   104.09%
Volatility 3Y:   -