Raiffeisen Bank International AG .../  AT0000A33KH0  /

Raiffeisen EE
6/14/2024  12:00:00 AM Chg.-0.02 Bid- Ask- Underlying Strike price Expiration date Option type
0.99EUR -1.50% -
Bid Size: -
-
Ask Size: -
Flughafen Wien AG 40.00 - 9/20/2024 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: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.93
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.91
Implied volatility: 0.35
Historic volatility: 0.19
Parity: 0.91
Time value: 0.09
Break-even: 49.95
Moneyness: 1.23
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 2.05%
Delta: 0.90
Theta: -0.01
Omega: 4.43
Rho: 0.09
 

Quote data

Open: 0.99
High: 0.99
Low: 0.99
Previous Close: 1.00
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.61%
1 Month  
+6.45%
3 Months
  -6.60%
YTD
  -16.81%
1 Year  
+1.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.00 0.98
1M High / 1M Low: 1.00 0.84
6M High / 6M Low: 1.29 0.84
High (YTD): 1/19/2024 1.23
Low (YTD): 6/5/2024 0.84
52W High: 10/9/2023 1.36
52W Low: 6/5/2024 0.84
Avg. price 1W:   0.99
Avg. volume 1W:   0.00
Avg. price 1M:   0.94
Avg. volume 1M:   0.00
Avg. price 6M:   1.08
Avg. volume 6M:   0.00
Avg. price 1Y:   1.08
Avg. volume 1Y:   0.00
Volatility 1M:   65.73%
Volatility 6M:   54.89%
Volatility 1Y:   52.01%
Volatility 3Y:   -