Raiffeisen Bank International AG .../  AT0000A33CW6  /

Raiffeisen EE
11/06/2024  00:00:00 Chg.+0.003 Bid- Ask- Underlying Strike price Expiration date Option type
0.063EUR +5.00% -
Bid Size: -
-
Ask Size: -
RAIFFEISEN BK INTL I... 15.00 - 20/09/2024 Put
 

Master data

WKN: RC08X0
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Put
Strike price: 15.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -22.66
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.28
Parity: -0.15
Time value: 0.07
Break-even: 14.27
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.60
Spread abs.: 0.02
Spread %: 37.74%
Delta: -0.28
Theta: -0.01
Omega: -6.30
Rho: -0.01
 

Quote data

Open: 0.063
High: 0.063
Low: 0.063
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month  
+1.61%
3 Months
  -28.41%
YTD
  -8.70%
1 Year
  -80.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.066 0.053
1M High / 1M Low: 0.067 0.053
6M High / 6M Low: 0.146 0.038
High (YTD): 21/03/2024 0.100
Low (YTD): 30/01/2024 0.038
52W High: 23/06/2023 0.340
52W Low: 30/01/2024 0.038
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   0.066
Avg. volume 6M:   0.000
Avg. price 1Y:   0.168
Avg. volume 1Y:   0.000
Volatility 1M:   137.53%
Volatility 6M:   237.16%
Volatility 1Y:   173.56%
Volatility 3Y:   -