Raiffeisen Bank International AG .../  AT0000A33RF9  /

Raiffeisen EE
2024-05-31  12:00:00 AM Chg.0.00 Bid- Ask- Underlying Strike price Expiration date Option type
0.57EUR 0.00% -
Bid Size: -
-
Ask Size: -
Vienna Insurance Gro... 24.00 - 2024-09-20 Call
 

Master data

WKN: RC089F
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Vienna Insurance Group
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 2024-09-20
Issue date: 2023-04-19
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.07
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.55
Implied volatility: 0.22
Historic volatility: 0.16
Parity: 0.55
Time value: 0.03
Break-even: 29.82
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 3.56%
Delta: 0.97
Theta: 0.00
Omega: 4.90
Rho: 0.07
 

Quote data

Open: 0.57
High: 0.57
Low: 0.57
Previous Close: 0.57
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.97%
1 Month  
+5.56%
3 Months  
+62.86%
YTD  
+62.86%
1 Year  
+83.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.68 0.57
1M High / 1M Low: 0.76 0.54
6M High / 6M Low: 0.76 0.27
High (YTD): 2024-05-22 0.76
Low (YTD): 2024-02-15 0.27
52W High: 2024-05-22 0.76
52W Low: 2023-10-20 0.25
Avg. price 1W:   0.62
Avg. volume 1W:   0.00
Avg. price 1M:   0.67
Avg. volume 1M:   0.00
Avg. price 6M:   0.44
Avg. volume 6M:   0.00
Avg. price 1Y:   0.37
Avg. volume 1Y:   0.00
Volatility 1M:   71.92%
Volatility 6M:   65.54%
Volatility 1Y:   81.76%
Volatility 3Y:   -