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Raiffeisen Bank International AG .../  AT0000A33L17  /

Raiffeisen EE
2024-05-27  12:00:00 AM Chg.-0.05 Bid- Ask- Underlying Strike price Expiration date Option type
2.42EUR -2.02% -
Bid Size: -		 -
Ask Size: -		 MAYR-MELNHOF KARTON 140.00 - 2024-09-20 Put
 

Master data

WKN: RC0841
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.67
Leverage: Yes

Calculated values

Fair value: 2.42
Intrinsic value: 2.42
Implied volatility: 0.34
Historic volatility: 0.26
Parity: 2.42
Time value: 0.06
Break-even: 115.20
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 0.81%
Delta: -0.80
Theta: -0.01
Omega: -3.73
Rho: -0.37
 

Quote data

Open: 2.42
High: 2.42
Low: 2.42
Previous Close: 2.47
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.86%
1 Month
  -10.37%
3 Months
  -12.32%
YTD  
+16.91%
1 Year  
+30.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.57 2.31
1M High / 1M Low: 2.80 2.22
6M High / 6M Low: 3.30 1.91
High (YTD): 2024-03-12 3.30
Low (YTD): 2024-01-26 1.91
52W High: 2023-10-30 3.50
52W Low: 2023-08-01 1.51
Avg. price 1W:   2.42
Avg. volume 1W:   0.00
Avg. price 1M:   2.53
Avg. volume 1M:   0.00
Avg. price 6M:   2.54
Avg. volume 6M:   0.00
Avg. price 1Y:   2.34
Avg. volume 1Y:   0.00
Volatility 1M:   81.86%
Volatility 6M:   84.11%
Volatility 1Y:   83.79%
Volatility 3Y:   -