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Raiffeisen Bank International AG .../  AT0000A33JL4  /

Raiffeisen EE
2024-04-26  12:00:00 AM Chg.+0.020 Bid- Ask- Underlying Strike price Expiration date Option type
0.072EUR +38.46% -
Bid Size: -		 -
Ask Size: -		 FREQUENTIS AG 32.00 - 2024-09-20 Call
 

Master data

WKN: RC083L
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FREQUENTIS AG
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 33.78
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.27
Parity: -0.43
Time value: 0.08
Break-even: 32.82
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.53
Spread abs.: 0.02
Spread %: 32.26%
Delta: 0.28
Theta: -0.01
Omega: 9.40
Rho: 0.03
 

Quote data

Open: 0.072
High: 0.072
Low: 0.072
Previous Close: 0.052
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.00%
1 Month
  -15.29%
3 Months
  -36.84%
YTD
  -54.43%
1 Year
  -82.86%
3 Years     -
5 Years     -
1W High / 1W Low: 0.072 0.047
1M High / 1M Low: 0.097 0.047
6M High / 6M Low: 0.231 0.039
High (YTD): 2024-01-03 0.158
Low (YTD): 2024-03-12 0.039
52W High: 2023-05-12 0.440
52W Low: 2024-03-12 0.039
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.116
Avg. volume 6M:   0.000
Avg. price 1Y:   0.217
Avg. volume 1Y:   0.000
Volatility 1M:   197.74%
Volatility 6M:   163.74%
Volatility 1Y:   143.63%
Volatility 3Y:   -