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Raiffeisen Bank International AG .../  AT0000A33BF3  /

Raiffeisen EE
2024-05-28  12:00:00 AM Chg.-0.033 Bid- Ask- Underlying Strike price Expiration date Option type
0.239EUR -12.13% -
Bid Size: -		 -
Ask Size: -		 OMV AG 45.38 - 2024-09-20 Call
 

Master data

WKN: RC08WJ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 45.38 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 9.45:1
Exercise type: American
Quanto: -
Gearing: 17.17
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.16
Implied volatility: 0.14
Historic volatility: 0.25
Parity: 0.16
Time value: 0.13
Break-even: 48.11
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 11.58%
Delta: 0.72
Theta: -0.01
Omega: 12.44
Rho: 0.10
 

Quote data

Open: 0.239
High: 0.239
Low: 0.239
Previous Close: 0.272
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.43%
1 Month  
+33.52%
3 Months  
+44.85%
YTD  
+18.91%
1 Year
  -18.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.282 0.239
1M High / 1M Low: 0.357 0.173
6M High / 6M Low: 0.357 0.122
High (YTD): 2024-05-21 0.357
Low (YTD): 2024-03-11 0.122
52W High: 2023-09-19 0.595
52W Low: 2024-03-11 0.122
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.266
Avg. volume 1M:   0.000
Avg. price 6M:   0.199
Avg. volume 6M:   0.000
Avg. price 1Y:   0.300
Avg. volume 1Y:   0.000
Volatility 1M:   195.48%
Volatility 6M:   160.46%
Volatility 1Y:   165.10%
Volatility 3Y:   -