Raiffeisen Bank International AG .../  AT0000A33BM9  /

Raiffeisen EE
2024-05-17  12:00:00 AM Chg.+0.02 Bid- Ask- Underlying Strike price Expiration date Option type
0.41EUR +4.03% -
Bid Size: -
-
Ask Size: -
RAIFFEISEN BK INTL I... 14.00 - 2024-09-20 Call
 

Master data

WKN: RC08WQ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.15
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.36
Implied volatility: 0.48
Historic volatility: 0.28
Parity: 0.36
Time value: 0.07
Break-even: 18.24
Moneyness: 1.26
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 4.95%
Delta: 0.84
Theta: -0.01
Omega: 3.49
Rho: 0.04
 

Quote data

Open: 0.41
High: 0.41
Low: 0.41
Previous Close: 0.40
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.65%
1 Month  
+2.50%
3 Months
  -31.67%
YTD
  -18.00%
1 Year  
+36.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.43 0.39
1M High / 1M Low: 0.48 0.35
6M High / 6M Low: 0.65 0.24
High (YTD): 2024-02-22 0.65
Low (YTD): 2024-05-03 0.35
52W High: 2024-02-22 0.65
52W Low: 2023-09-26 0.11
Avg. price 1W:   0.41
Avg. volume 1W:   0.00
Avg. price 1M:   0.42
Avg. volume 1M:   0.00
Avg. price 6M:   0.47
Avg. volume 6M:   0.00
Avg. price 1Y:   0.33
Avg. volume 1Y:   0.00
Volatility 1M:   108.95%
Volatility 6M:   117.78%
Volatility 1Y:   114.83%
Volatility 3Y:   -