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Raiffeisen Bank International AG .../  AT0000A33LY3  /

Raiffeisen EE
2024-03-21  12:00:00 AM Chg.+0.12 Bid- Ask- Underlying Strike price Expiration date Option type
0.49EUR +31.55% -
Bid Size: -		 -
Ask Size: -		 STRABAG SE 40.00 - 2024-09-20 Call
 

Master data

WKN: RC085M
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: STRABAG SE
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-09-20
Issue date: 2023-04-05
Last trading day: 2024-03-27
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.23
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.05
Implied volatility: 0.43
Historic volatility: 0.26
Parity: 0.05
Time value: 0.44
Break-even: 44.92
Moneyness: 1.01
Premium: 0.11
Premium p.a.: 0.30
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.59
Theta: -0.02
Omega: 4.89
Rho: 0.08
 

Quote data

Open: 0.49
High: 0.49
Low: 0.49
Previous Close: 0.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -9.26%
YTD  
+28.95%
1 Year  
+25.64%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 0.60 0.19
High (YTD): 2024-02-22 0.60
Low (YTD): 2024-03-15 0.33
52W High: 2024-02-22 0.60
52W Low: 2023-10-23 0.18
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   0.39
Avg. volume 6M:   0.00
Avg. price 1Y:   0.36
Avg. volume 1Y:   0.00
Volatility 1M:   -
Volatility 6M:   186.61%
Volatility 1Y:   143.05%
Volatility 3Y:   -