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Raiffeisen Bank International AG .../  AT0000A33AM1  /

Raiffeisen EE
25/07/2024  00:00:00 Chg.-0.08 Bid- Ask- Underlying Strike price Expiration date Option type
2.69EUR -2.89% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 40.00 - 20/09/2024 Call
 

Master data

WKN: RC08VQ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.46
Leverage: Yes

Calculated values

Fair value: 2.65
Intrinsic value: 2.63
Implied volatility: 0.86
Historic volatility: 0.24
Parity: 2.63
Time value: 0.07
Break-even: 67.00
Moneyness: 1.66
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.75%
Delta: 0.95
Theta: -0.02
Omega: 2.34
Rho: 0.06
 

Quote data

Open: 2.69
High: 2.69
Low: 2.69
Previous Close: 2.77
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.75%
1 Month  
+40.84%
3 Months  
+44.62%
YTD  
+186.17%
1 Year  
+216.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.82 2.67
1M High / 1M Low: 2.82 1.91
6M High / 6M Low: 2.82 0.87
High (YTD): 23/07/2024 2.82
Low (YTD): 17/01/2024 0.70
52W High: 23/07/2024 2.82
52W Low: 27/10/2023 0.49
Avg. price 1W:   2.74
Avg. volume 1W:   0.00
Avg. price 1M:   2.57
Avg. volume 1M:   0.00
Avg. price 6M:   1.77
Avg. volume 6M:   0.00
Avg. price 1Y:   1.26
Avg. volume 1Y:   0.00
Volatility 1M:   101.51%
Volatility 6M:   91.99%
Volatility 1Y:   93.46%
Volatility 3Y:   -