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RBI Call 12 RAW 20.09.2024/  AT0000A33BT4  /

EUWAX
2024-06-19  9:16:06 AM Chg.0.000 Bid5:30:00 PM Ask5:30:00 PM Underlying Strike price Expiration date Option type
0.441EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 RAIFFEISEN BK INTL I... 12.00 - 2024-09-20 Call
 

Master data

WKN: RC08WX
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.55
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.42
Implied volatility: 0.55
Historic volatility: 0.28
Parity: 0.42
Time value: 0.04
Break-even: 16.56
Moneyness: 1.35
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 4.59%
Delta: 0.90
Theta: -0.01
Omega: 3.18
Rho: 0.03
 

Quote data

Open: 0.441
High: 0.441
Low: 0.441
Previous Close: 0.441
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.36%
1 Month
  -23.04%
3 Months
  -38.24%
YTD
  -34.86%
1 Year  
+33.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.468 0.408
1M High / 1M Low: 0.574 0.408
6M High / 6M Low: 0.826 0.408
High (YTD): 2024-02-23 0.826
Low (YTD): 2024-06-17 0.408
52W High: 2024-02-23 0.826
52W Low: 2023-09-26 0.204
Avg. price 1W:   0.440
Avg. volume 1W:   0.000
Avg. price 1M:   0.504
Avg. volume 1M:   0.000
Avg. price 6M:   0.647
Avg. volume 6M:   0.000
Avg. price 1Y:   0.474
Avg. volume 1Y:   0.000
Volatility 1M:   71.24%
Volatility 6M:   94.69%
Volatility 1Y:   91.07%
Volatility 3Y:   -