Raiffeisen Bank International AG .../  AT0000A33AL3  /

Raiffeisen EE
2024-05-17  12:00:00 AM Chg.+0.036 Bid- Ask- Underlying Strike price Expiration date Option type
0.177EUR +25.53% -
Bid Size: -
-
Ask Size: -
AT+S AUSTR.T.+SYSTEM... 24.00 - 2024-09-20 Call
 

Master data

WKN: RC08VP
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: AT+S AUSTR.T.+SYSTEMT.
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.36
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.43
Parity: -0.23
Time value: 0.15
Break-even: 25.51
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.60
Spread abs.: 0.02
Spread %: 15.27%
Delta: 0.42
Theta: -0.01
Omega: 6.02
Rho: 0.03
 

Quote data

Open: 0.177
High: 0.177
Low: 0.177
Previous Close: 0.141
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+139.19%
1 Month  
+261.22%
3 Months
  -4.84%
YTD
  -65.56%
1 Year
  -76.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.177 0.074
1M High / 1M Low: 0.177 0.049
6M High / 6M Low: 0.577 0.032
High (YTD): 2024-01-02 0.447
Low (YTD): 2024-03-19 0.032
52W High: 2023-08-04 1.260
52W Low: 2024-03-19 0.032
Avg. price 1W:   0.111
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.217
Avg. volume 6M:   0.000
Avg. price 1Y:   0.560
Avg. volume 1Y:   0.000
Volatility 1M:   330.89%
Volatility 6M:   213.96%
Volatility 1Y:   169.95%
Volatility 3Y:   -