Raiffeisen Bank International AG .../  AT0000A33JS9  /

Raiffeisen EE
2024-05-03  12:00:00 AM Chg.+0.02 Bid- Ask- Underlying Strike price Expiration date Option type
0.72EUR +3.46% -
Bid Size: -
-
Ask Size: -
Immofinanz Ag 17.00 - 2024-09-20 Call
 

Master data

WKN: RC083S
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Immofinanz Ag
Type: Warrant
Option type: Call
Strike price: 17.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.33
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.67
Implied volatility: 0.39
Historic volatility: 0.13
Parity: 0.67
Time value: 0.04
Break-even: 24.12
Moneyness: 1.39
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.42%
Delta: 0.94
Theta: 0.00
Omega: 3.12
Rho: 0.06
 

Quote data

Open: 0.72
High: 0.72
Low: 0.72
Previous Close: 0.69
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.77%
1 Month  
+14.29%
3 Months  
+38.46%
YTD  
+50.00%
1 Year  
+213.04%
3 Years     -
5 Years     -
1W High / 1W Low: 0.72 0.65
1M High / 1M Low: 0.72 0.63
6M High / 6M Low: 0.72 0.28
High (YTD): 2024-05-03 0.72
Low (YTD): 2024-02-29 0.46
52W High: 2024-05-03 0.72
52W Low: 2023-05-03 0.23
Avg. price 1W:   0.68
Avg. volume 1W:   0.00
Avg. price 1M:   0.68
Avg. volume 1M:   0.00
Avg. price 6M:   0.51
Avg. volume 6M:   0.00
Avg. price 1Y:   0.40
Avg. volume 1Y:   0.00
Volatility 1M:   39.15%
Volatility 6M:   59.15%
Volatility 1Y:   53.64%
Volatility 3Y:   -