Raiffeisen Bank International AG .../  AT0000A33DD4  /

Raiffeisen EE
2024-05-03  12:00:00 AM Chg.+0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.51EUR +2.39% -
Bid Size: -
-
Ask Size: -
ATX 3,900.00 - 2024-09-20 Call
 

Master data

WKN: RC08YH
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,900.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 65.41
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.11
Parity: -3.09
Time value: 0.55
Break-even: 3,954.90
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.29
Spread abs.: 0.07
Spread %: 14.61%
Delta: 0.26
Theta: -0.52
Omega: 17.31
Rho: 3.41
 

Quote data

Open: 0.51
High: 0.51
Low: 0.51
Previous Close: 0.50
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.77%
1 Month  
+10.87%
3 Months  
+30.77%
YTD
  -19.05%
1 Year
  -62.22%
3 Years     -
5 Years     -
1W High / 1W Low: 0.55 0.50
1M High / 1M Low: 0.62 0.44
6M High / 6M Low: 0.66 0.20
High (YTD): 2024-01-05 0.63
Low (YTD): 2024-03-11 0.20
52W High: 2023-05-08 1.49
52W Low: 2023-10-27 0.19
Avg. price 1W:   0.53
Avg. volume 1W:   0.00
Avg. price 1M:   0.52
Avg. volume 1M:   0.00
Avg. price 6M:   0.43
Avg. volume 6M:   0.00
Avg. price 1Y:   0.60
Avg. volume 1Y:   0.00
Volatility 1M:   115.94%
Volatility 6M:   154.16%
Volatility 1Y:   152.25%
Volatility 3Y:   -