Raiffeisen Bank International AG .../  AT0000A33KX7  /

Raiffeisen EE
2024-04-30  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.29EUR -4.04% -
Bid Size: -
-
Ask Size: -
WIENERBERGER 33.00 - 2024-09-20 Call
 

Master data

WKN: RC084X
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 33.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.61
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.06
Implied volatility: 0.28
Historic volatility: 0.22
Parity: 0.06
Time value: 0.23
Break-even: 35.89
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 3.58%
Delta: 0.61
Theta: -0.01
Omega: 7.04
Rho: 0.07
 

Quote data

Open: 0.29
High: 0.29
Low: 0.29
Previous Close: 0.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+61.11%
1 Month     0.00%
3 Months  
+52.63%
YTD  
+70.59%
1 Year  
+45.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.30 0.18
1M High / 1M Low: 0.30 0.18
6M High / 6M Low: 0.30 0.03
High (YTD): 2024-04-29 0.30
Low (YTD): 2024-01-17 0.08
52W High: 2024-04-29 0.30
52W Low: 2023-10-25 0.03
Avg. price 1W:   0.23
Avg. volume 1W:   0.00
Avg. price 1M:   0.23
Avg. volume 1M:   0.00
Avg. price 6M:   0.17
Avg. volume 6M:   0.00
Avg. price 1Y:   0.16
Avg. volume 1Y:   0.00
Volatility 1M:   173.96%
Volatility 6M:   176.40%
Volatility 1Y:   154.11%
Volatility 3Y:   -