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Raiffeisen Bank International AG .../  AT0000A33KH0  /

Raiffeisen EE
2024-07-26  12:00:00 AM Chg.+0.02 Bid- Ask- Underlying Strike price Expiration date Option type
1.15EUR +1.77% -
Bid Size: -		 -
Ask Size: -		 Flughafen Wien AG 40.00 - 2024-09-20 Call
 

Master data

WKN: RC084H
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Flughafen Wien AG
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.47
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 1.10
Implied volatility: 0.41
Historic volatility: 0.20
Parity: 1.10
Time value: 0.04
Break-even: 51.40
Moneyness: 1.28
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.79%
Delta: 0.95
Theta: -0.01
Omega: 4.25
Rho: 0.06
 

Quote data

Open: 1.15
High: 1.15
Low: 1.15
Previous Close: 1.13
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.77%
1 Month     0.00%
3 Months  
+8.49%
YTD
  -3.36%
1 Year  
+12.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.15 1.11
1M High / 1M Low: 1.17 1.06
6M High / 6M Low: 1.19 0.84
High (YTD): 2024-01-19 1.23
Low (YTD): 2024-06-05 0.84
52W High: 2023-10-09 1.36
52W Low: 2024-06-05 0.84
Avg. price 1W:   1.13
Avg. volume 1W:   0.00
Avg. price 1M:   1.13
Avg. volume 1M:   0.00
Avg. price 6M:   1.06
Avg. volume 6M:   0.00
Avg. price 1Y:   1.09
Avg. volume 1Y:   0.00
Volatility 1M:   52.21%
Volatility 6M:   51.92%
Volatility 1Y:   53.42%
Volatility 3Y:   -