OverviewChartNewsTraderScreen

Raiffeisen Bank International AG .../  AT0000A33KU3  /

Raiffeisen EE
2024-05-22  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.89EUR -1.00% -
Bid Size: -		 -
Ask Size: -		 WIENERBERGER 27.00 - 2024-09-20 Call
 

Master data

WKN: RC084U
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 27.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.88
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.84
Implied volatility: 0.40
Historic volatility: 0.22
Parity: 0.84
Time value: 0.07
Break-even: 36.12
Moneyness: 1.31
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 2.24%
Delta: 0.91
Theta: -0.01
Omega: 3.54
Rho: 0.08
 

Quote data

Open: 0.89
High: 0.89
Low: 0.89
Previous Close: 0.90
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.26%
1 Month  
+56.14%
3 Months  
+58.93%
YTD  
+93.48%
1 Year  
+102.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.92 0.89
1M High / 1M Low: 0.94 0.57
6M High / 6M Low: 0.94 0.21
High (YTD): 2024-05-15 0.94
Low (YTD): 2024-01-17 0.29
52W High: 2024-05-15 0.94
52W Low: 2023-10-25 0.10
Avg. price 1W:   0.91
Avg. volume 1W:   0.00
Avg. price 1M:   0.81
Avg. volume 1M:   0.00
Avg. price 6M:   0.57
Avg. volume 6M:   0.00
Avg. price 1Y:   0.43
Avg. volume 1Y:   0.00
Volatility 1M:   80.61%
Volatility 6M:   107.98%
Volatility 1Y:   111.78%
Volatility 3Y:   -