Raiffeisen Bank International AG .../  AT0000A33DD4  /

Raiffeisen EE
7/22/2024  12:00:00 AM Chg.+0.05 Bid- Ask- Underlying Strike price Expiration date Option type
0.52EUR +10.23% -
Bid Size: -
-
Ask Size: -
ATX 3,900.00 - 9/20/2024 Call
 

Master data

WKN: RC08YH
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,900.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 73.73
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.11
Parity: -2.28
Time value: 0.50
Break-even: 3,949.80
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.56
Spread abs.: 0.07
Spread %: 16.36%
Delta: 0.27
Theta: -0.95
Omega: 20.16
Rho: 1.57
 

Quote data

Open: 0.52
High: 0.52
Low: 0.52
Previous Close: 0.47
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month  
+26.83%
3 Months
  -7.14%
YTD
  -17.46%
1 Year
  -48.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.58 0.47
1M High / 1M Low: 0.71 0.37
6M High / 6M Low: 1.00 0.20
High (YTD): 5/21/2024 1.00
Low (YTD): 3/11/2024 0.20
52W High: 7/31/2023 1.11
52W Low: 10/27/2023 0.19
Avg. price 1W:   0.53
Avg. volume 1W:   0.00
Avg. price 1M:   0.52
Avg. volume 1M:   0.00
Avg. price 6M:   0.50
Avg. volume 6M:   0.00
Avg. price 1Y:   0.52
Avg. volume 1Y:   0.00
Volatility 1M:   174.82%
Volatility 6M:   188.82%
Volatility 1Y:   176.18%
Volatility 3Y:   -