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Raiffeisen Bank International AG .../  AT0000A33AN9  /

Raiffeisen EE
27/06/2024  00:00:00 Chg.+0.02 Bid- Ask- Underlying Strike price Expiration date Option type
1.54EUR +1.32% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 44.00 - 20/09/2024 Call
 

Master data

WKN: RC08VR
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.69
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 1.51
Implied volatility: 0.49
Historic volatility: 0.25
Parity: 1.51
Time value: 0.09
Break-even: 60.00
Moneyness: 1.34
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.27%
Delta: 0.92
Theta: -0.02
Omega: 3.41
Rho: 0.09
 

Quote data

Open: 1.54
High: 1.54
Low: 1.54
Previous Close: 1.52
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.65%
1 Month
  -7.78%
3 Months  
+4.05%
YTD  
+152.46%
1 Year  
+148.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.61 1.52
1M High / 1M Low: 1.74 1.37
6M High / 6M Low: 1.84 0.41
High (YTD): 28/05/2024 1.84
Low (YTD): 17/01/2024 0.41
52W High: 28/05/2024 1.84
52W Low: 27/10/2023 0.29
Avg. price 1W:   1.55
Avg. volume 1W:   0.00
Avg. price 1M:   1.59
Avg. volume 1M:   0.00
Avg. price 6M:   1.17
Avg. volume 6M:   0.00
Avg. price 1Y:   0.85
Avg. volume 1Y:   0.00
Volatility 1M:   100.99%
Volatility 6M:   117.91%
Volatility 1Y:   115.16%
Volatility 3Y:   -