Raiffeisen Bank International AG .../  AT0000A33JX9  /

Raiffeisen EE
2024-06-06  12:00:00 AM Chg.-0.008 Bid- Ask- Underlying Strike price Expiration date Option type
0.070EUR -10.26% -
Bid Size: -
-
Ask Size: -
MAYR-MELNHOF KARTON 140.00 - 2024-09-20 Call
 

Master data

WKN: RC083X
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 152.53
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.25
Parity: -2.56
Time value: 0.08
Break-even: 140.75
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 1.04
Spread abs.: 0.02
Spread %: 36.36%
Delta: 0.10
Theta: -0.01
Omega: 15.61
Rho: 0.03
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.078
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.29%
1 Month
  -22.22%
3 Months
  -65.17%
YTD
  -87.89%
1 Year
  -96.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.069
1M High / 1M Low: 0.153 0.069
6M High / 6M Low: 0.619 0.069
High (YTD): 2024-01-26 0.573
Low (YTD): 2024-06-04 0.069
52W High: 2023-06-16 2.020
52W Low: 2024-06-04 0.069
Avg. price 1W:   0.079
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.251
Avg. volume 6M:   0.000
Avg. price 1Y:   0.651
Avg. volume 1Y:   0.000
Volatility 1M:   275.33%
Volatility 6M:   230.61%
Volatility 1Y:   197.31%
Volatility 3Y:   -