Raiffeisen Bank International AG .../  AT0000A33JN0  /

Raiffeisen EE
2024-04-26  12:00:00 AM Chg.+0.007 Bid- Ask- Underlying Strike price Expiration date Option type
0.021EUR +50.00% -
Bid Size: -
-
Ask Size: -
FREQUENTIS AG 36.00 - 2024-09-20 Call
 

Master data

WKN: RC083N
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FREQUENTIS AG
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 89.35
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -0.83
Time value: 0.03
Break-even: 36.31
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.97
Spread abs.: 0.02
Spread %: 181.82%
Delta: 0.12
Theta: 0.00
Omega: 11.11
Rho: 0.01
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.014
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+75.00%
1 Month
  -27.59%
3 Months
  -55.32%
YTD
  -71.23%
1 Year
  -92.22%
3 Years     -
5 Years     -
1W High / 1W Low: 0.021 0.012
1M High / 1M Low: 0.033 0.012
6M High / 6M Low: 0.123 0.011
High (YTD): 2024-01-03 0.073
Low (YTD): 2024-03-12 0.011
52W High: 2023-05-12 0.290
52W Low: 2024-03-12 0.011
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.051
Avg. volume 6M:   0.000
Avg. price 1Y:   0.121
Avg. volume 1Y:   0.000
Volatility 1M:   280.01%
Volatility 6M:   204.56%
Volatility 1Y:   176.38%
Volatility 3Y:   -