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Raiffeisen Bank International AG .../  AT0000A33K75  /

Raiffeisen EE
5/22/2024  12:00:00 AM Chg.+0.001 Bid- Ask- Underlying Strike price Expiration date Option type
0.099EUR +1.02% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 37.00 - 9/20/2024 Call
 

Master data

WKN: RC0837
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 37.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.28
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.27
Parity: -0.59
Time value: 0.11
Break-even: 38.14
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 0.86
Spread abs.: 0.02
Spread %: 21.28%
Delta: 0.28
Theta: -0.01
Omega: 7.73
Rho: 0.03
 

Quote data

Open: 0.099
High: 0.099
Low: 0.099
Previous Close: 0.098
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.91%
1 Month  
+23.75%
3 Months
  -21.43%
YTD
  -16.10%
1 Year
  -70.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.115 0.098
1M High / 1M Low: 0.116 0.070
6M High / 6M Low: 0.211 0.051
High (YTD): 2/16/2024 0.211
Low (YTD): 3/21/2024 0.051
52W High: 6/7/2023 0.400
52W Low: 3/21/2024 0.051
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.113
Avg. volume 6M:   0.000
Avg. price 1Y:   0.193
Avg. volume 1Y:   0.000
Volatility 1M:   135.23%
Volatility 6M:   188.50%
Volatility 1Y:   149.88%
Volatility 3Y:   -