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Raiffeisen Bank International AG .../  AT0000A36DD7  /

Raiffeisen EE
26/07/2024  00:00:00 Chg.+0.02 Bid- Ask- Underlying Strike price Expiration date Option type
3.10EUR +0.65% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 36.00 EUR 20/09/2024 Call
 

Master data

WKN: RC1AXD
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 20/09/2024
Issue date: 20/07/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.14
Leverage: Yes

Calculated values

Fair value: 3.07
Intrinsic value: 3.06
Implied volatility: 0.96
Historic volatility: 0.24
Parity: 3.06
Time value: 0.06
Break-even: 67.10
Moneyness: 1.85
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.65%
Delta: 0.97
Theta: -0.02
Omega: 2.07
Rho: 0.05
 

Quote data

Open: 3.10
High: 3.10
Low: 3.10
Previous Close: 3.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.31%
1 Month  
+33.62%
3 Months  
+39.01%
YTD  
+142.19%
1 Year  
+192.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.22 3.08
1M High / 1M Low: 3.22 2.32
6M High / 6M Low: 3.22 1.23
High (YTD): 23/07/2024 3.22
Low (YTD): 17/01/2024 1.03
52W High: 23/07/2024 3.22
52W Low: 25/10/2023 0.73
Avg. price 1W:   3.15
Avg. volume 1W:   0.00
Avg. price 1M:   3.02
Avg. volume 1M:   0.00
Avg. price 6M:   2.17
Avg. volume 6M:   0.00
Avg. price 1Y:   1.61
Avg. volume 1Y:   0.00
Volatility 1M:   85.32%
Volatility 6M:   74.45%
Volatility 1Y:   75.92%
Volatility 3Y:   -