Raiffeisen Bank International AG .../  AT0000A33CS4  /

Raiffeisen EE
2024-05-28  12:00:00 AM Chg.+0.007 Bid- Ask- Underlying Strike price Expiration date Option type
0.058EUR +13.73% -
Bid Size: -
-
Ask Size: -
OMV AG 37.82 - 2024-09-20 Put
 

Master data

WKN: RC08XW
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Put
Strike price: 37.82 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 9.45:1
Exercise type: American
Quanto: -
Gearing: -58.41
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.25
Parity: -0.85
Time value: 0.08
Break-even: 37.04
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.76
Spread abs.: 0.03
Spread %: 56.60%
Delta: -0.14
Theta: -0.01
Omega: -8.36
Rho: -0.02
 

Quote data

Open: 0.058
High: 0.058
Low: 0.058
Previous Close: 0.051
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.41%
1 Month
  -50.43%
3 Months
  -80.47%
YTD
  -86.97%
1 Year
  -89.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.051
1M High / 1M Low: 0.135 0.042
6M High / 6M Low: 0.522 0.042
High (YTD): 2024-01-17 0.518
Low (YTD): 2024-05-21 0.042
52W High: 2023-05-31 0.575
52W Low: 2024-05-21 0.042
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.286
Avg. volume 6M:   0.000
Avg. price 1Y:   0.346
Avg. volume 1Y:   0.000
Volatility 1M:   229.42%
Volatility 6M:   140.88%
Volatility 1Y:   122.69%
Volatility 3Y:   -