Raiffeisen Bank International AG .../  AT0000A33BR8  /

Raiffeisen EE
2024-05-17  12:00:00 AM Chg.+0.006 Bid- Ask- Underlying Strike price Expiration date Option type
0.150EUR +4.17% -
Bid Size: -
-
Ask Size: -
RAIFFEISEN BK INTL I... 18.00 - 2024-09-20 Call
 

Master data

WKN: RC08WV
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.93
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.28
Parity: -0.04
Time value: 0.16
Break-even: 19.61
Moneyness: 0.98
Premium: 0.11
Premium p.a.: 0.37
Spread abs.: 0.02
Spread %: 14.18%
Delta: 0.53
Theta: -0.01
Omega: 5.81
Rho: 0.03
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.144
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -7.98%
3 Months
  -47.55%
YTD
  -36.71%
1 Year
  -5.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.165 0.141
1M High / 1M Low: 0.212 0.122
6M High / 6M Low: 0.315 0.081
High (YTD): 2024-01-30 0.315
Low (YTD): 2024-05-03 0.122
52W High: 2024-01-30 0.315
52W Low: 2023-09-26 0.029
Avg. price 1W:   0.153
Avg. volume 1W:   0.000
Avg. price 1M:   0.166
Avg. volume 1M:   0.000
Avg. price 6M:   0.205
Avg. volume 6M:   0.000
Avg. price 1Y:   0.141
Avg. volume 1Y:   0.000
Volatility 1M:   166.03%
Volatility 6M:   185.12%
Volatility 1Y:   172.59%
Volatility 3Y:   -