Raiffeisen Bank International AG .../  AT0000A33D90  /

Raiffeisen EE
2024-05-27  12:00:00 AM Chg.+0.08 Bid- Ask- Underlying Strike price Expiration date Option type
2.46EUR +3.37% -
Bid Size: -
-
Ask Size: -
ATX 3,600.00 - 2024-09-20 Call
 

Master data

WKN: RC08YD
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,600.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 14.58
Leverage: Yes

Calculated values

Fair value: 2.15
Intrinsic value: 1.47
Implied volatility: 0.17
Historic volatility: 0.11
Parity: 1.47
Time value: 1.10
Break-even: 3,857.00
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.07
Spread %: 2.80%
Delta: 0.72
Theta: -0.78
Omega: 10.50
Rho: 7.76
 

Quote data

Open: 2.46
High: 2.46
Low: 2.46
Previous Close: 2.38
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.91%
1 Month  
+59.74%
3 Months  
+156.25%
YTD  
+58.71%
1 Year  
+41.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.56 2.38
1M High / 1M Low: 2.56 1.58
6M High / 6M Low: 2.56 0.73
High (YTD): 2024-05-21 2.56
Low (YTD): 2024-03-11 0.73
52W High: 2024-05-21 2.56
52W Low: 2023-10-27 0.53
Avg. price 1W:   2.48
Avg. volume 1W:   0.00
Avg. price 1M:   2.11
Avg. volume 1M:   0.00
Avg. price 6M:   1.38
Avg. volume 6M:   0.00
Avg. price 1Y:   1.35
Avg. volume 1Y:   0.00
Volatility 1M:   89.83%
Volatility 6M:   111.39%
Volatility 1Y:   120.84%
Volatility 3Y:   -