Raiffeisen Bank International AG .../  AT0000A33CW6  /

Raiffeisen EE
2024-05-17  12:00:00 AM Chg.-0.009 Bid- Ask- Underlying Strike price Expiration date Option type
0.056EUR -13.85% -
Bid Size: -
-
Ask Size: -
RAIFFEISEN BK INTL I... 15.00 - 2024-09-20 Put
 

Master data

WKN: RC08X0
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Put
Strike price: 15.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -26.65
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.28
Parity: -0.26
Time value: 0.07
Break-even: 14.34
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.64
Spread abs.: 0.02
Spread %: 43.48%
Delta: -0.22
Theta: -0.01
Omega: -5.78
Rho: -0.02
 

Quote data

Open: 0.056
High: 0.056
Low: 0.056
Previous Close: 0.065
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month
  -30.00%
3 Months  
+1.82%
YTD
  -18.84%
1 Year
  -81.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.056
1M High / 1M Low: 0.089 0.056
6M High / 6M Low: 0.186 0.038
High (YTD): 2024-03-21 0.100
Low (YTD): 2024-01-30 0.038
52W High: 2023-06-23 0.340
52W Low: 2024-01-30 0.038
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.076
Avg. volume 6M:   0.000
Avg. price 1Y:   0.186
Avg. volume 1Y:   0.000
Volatility 1M:   194.11%
Volatility 6M:   234.30%
Volatility 1Y:   171.10%
Volatility 3Y:   -