Raiffeisen Bank International AG .../  AT0000A33CL9  /

Raiffeisen EE
2024-06-20  12:00:00 AM Chg.-0.006 Bid- Ask- Underlying Strike price Expiration date Option type
0.038EUR -13.64% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 48.00 - 2024-09-20 Put
 

Master data

WKN: RC08XQ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Put
Strike price: 48.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -124.79
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.25
Parity: -1.19
Time value: 0.05
Break-even: 47.52
Moneyness: 0.80
Premium: 0.21
Premium p.a.: 1.12
Spread abs.: 0.02
Spread %: 71.43%
Delta: -0.09
Theta: -0.01
Omega: -10.98
Rho: -0.01
 

Quote data

Open: 0.038
High: 0.038
Low: 0.038
Previous Close: 0.044
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.71%
1 Month
  -17.39%
3 Months
  -82.88%
YTD
  -93.66%
1 Year
  -96.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.038
1M High / 1M Low: 0.070 0.031
6M High / 6M Low: 0.746 0.031
High (YTD): 2024-01-17 0.746
Low (YTD): 2024-05-28 0.031
52W High: 2023-10-25 1.130
52W Low: 2024-05-28 0.031
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.043
Avg. volume 1M:   0.000
Avg. price 6M:   0.299
Avg. volume 6M:   0.000
Avg. price 1Y:   0.610
Avg. volume 1Y:   0.000
Volatility 1M:   339.28%
Volatility 6M:   190.61%
Volatility 1Y:   142.17%
Volatility 3Y:   -