Raiffeisen Bank International AG .../  AT0000A33L33  /

Raiffeisen EE
31/05/2024  00:00:00 Chg.0.00 Bid- Ask- Underlying Strike price Expiration date Option type
0.56EUR -0.18% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 31.00 - 20/09/2024 Put
 

Master data

WKN: RC0843
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Put
Strike price: 31.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.81
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.41
Implied volatility: 0.54
Historic volatility: 0.24
Parity: 0.41
Time value: 0.15
Break-even: 25.41
Moneyness: 1.15
Premium: 0.05
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.82%
Delta: -0.62
Theta: -0.01
Omega: -2.97
Rho: -0.07
 

Quote data

Open: 0.56
High: 0.56
Low: 0.56
Previous Close: 0.56
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.80%
1 Month
  -11.11%
3 Months
  -12.50%
YTD  
+19.15%
1 Year  
+19.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.56 0.51
1M High / 1M Low: 0.70 0.51
6M High / 6M Low: 0.73 0.45
High (YTD): 06/03/2024 0.73
Low (YTD): 24/01/2024 0.47
52W High: 30/10/2023 0.86
52W Low: 14/06/2023 0.34
Avg. price 1W:   0.53
Avg. volume 1W:   0.00
Avg. price 1M:   0.59
Avg. volume 1M:   0.00
Avg. price 6M:   0.59
Avg. volume 6M:   0.00
Avg. price 1Y:   0.58
Avg. volume 1Y:   0.00
Volatility 1M:   78.51%
Volatility 6M:   79.33%
Volatility 1Y:   75.88%
Volatility 3Y:   -