Raiffeisen Bank International AG .../  AT0000A33K83  /

Raiffeisen EE
2024-06-05  12:00:00 AM Chg.+0.030 Bid- Ask- Underlying Strike price Expiration date Option type
0.075EUR +66.67% -
Bid Size: -
-
Ask Size: -
ROSENBAUER INTL 40.00 - 2024-09-20 Call
 

Master data

WKN: RC0838
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 57.09
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.27
Parity: -0.86
Time value: 0.06
Break-even: 40.55
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 1.39
Spread abs.: 0.02
Spread %: 57.14%
Delta: 0.17
Theta: -0.01
Omega: 9.57
Rho: 0.01
 

Quote data

Open: 0.075
High: 0.075
Low: 0.075
Previous Close: 0.045
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+78.57%
1 Month  
+114.29%
3 Months  
+66.67%
YTD  
+1.35%
1 Year
  -75.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.075 0.038
1M High / 1M Low: 0.075 0.035
6M High / 6M Low: 0.137 0.027
High (YTD): 2024-02-16 0.137
Low (YTD): 2024-03-21 0.027
52W High: 2023-06-12 0.310
52W Low: 2024-03-21 0.027
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.065
Avg. volume 6M:   0.000
Avg. price 1Y:   0.126
Avg. volume 1Y:   0.000
Volatility 1M:   298.77%
Volatility 6M:   239.05%
Volatility 1Y:   185.50%
Volatility 3Y:   -