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Raiffeisen Bank International AG .../  AT0000A33DA0  /

Raiffeisen EE
2024-05-22  12:00:00 AM Chg.-0.11 Bid- Ask- Underlying Strike price Expiration date Option type
1.85EUR -5.63% -
Bid Size: -		 -
Ask Size: -		 ATX 3,700.00 - 2024-09-20 Call
 

Master data

WKN: RC08YE
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,700.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 19.18
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 0.59
Implied volatility: 0.16
Historic volatility: 0.11
Parity: 0.59
Time value: 1.37
Break-even: 3,896.00
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.07
Spread %: 3.70%
Delta: 0.64
Theta: -0.77
Omega: 12.21
Rho: 7.23
 

Quote data

Open: 1.85
High: 1.85
Low: 1.85
Previous Close: 1.96
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.50%
1 Month  
+46.83%
3 Months  
+189.06%
YTD  
+56.78%
1 Year  
+5.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.96 1.63
1M High / 1M Low: 1.96 1.13
6M High / 6M Low: 1.96 0.49
High (YTD): 2024-05-21 1.96
Low (YTD): 2024-03-11 0.49
52W High: 2024-05-21 1.96
52W Low: 2023-10-27 0.39
Avg. price 1W:   1.85
Avg. volume 1W:   0.00
Avg. price 1M:   1.46
Avg. volume 1M:   0.00
Avg. price 6M:   0.98
Avg. volume 6M:   0.00
Avg. price 1Y:   1.03
Avg. volume 1Y:   0.00
Volatility 1M:   107.71%
Volatility 6M:   124.78%
Volatility 1Y:   132.16%
Volatility 3Y:   -