Raiffeisen Bank International AG .../  AT0000A33BT4  /

Raiffeisen EE
2024-05-17  12:00:00 AM Chg.+0.02 Bid- Ask- Underlying Strike price Expiration date Option type
0.59EUR +3.52% -
Bid Size: -
-
Ask Size: -
RAIFFEISEN BK INTL I... 12.00 - 2024-09-20 Call
 

Master data

WKN: RC08WX
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.94
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.56
Implied volatility: 0.54
Historic volatility: 0.28
Parity: 0.56
Time value: 0.04
Break-even: 17.98
Moneyness: 1.47
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 3.46%
Delta: 0.92
Theta: 0.00
Omega: 2.70
Rho: 0.03
 

Quote data

Open: 0.59
High: 0.59
Low: 0.59
Previous Close: 0.57
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.67%
1 Month  
+5.36%
3 Months
  -25.32%
YTD
  -13.24%
1 Year  
+47.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.61 0.56
1M High / 1M Low: 0.65 0.51
6M High / 6M Low: 0.85 0.37
High (YTD): 2024-02-22 0.85
Low (YTD): 2024-05-03 0.51
52W High: 2024-02-22 0.85
52W Low: 2023-09-27 0.21
Avg. price 1W:   0.59
Avg. volume 1W:   0.00
Avg. price 1M:   0.59
Avg. volume 1M:   0.00
Avg. price 6M:   0.65
Avg. volume 6M:   0.00
Avg. price 1Y:   0.47
Avg. volume 1Y:   0.00
Volatility 1M:   86.60%
Volatility 6M:   89.27%
Volatility 1Y:   89.30%
Volatility 3Y:   -