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Raiffeisen Bank International AG .../  AT0000A33AN9  /

Raiffeisen EE
2024-07-25  12:00:00 AM Chg.-0.08 Bid- Ask- Underlying Strike price Expiration date Option type
2.30EUR -3.36% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 44.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.87
Leverage: Yes

Calculated values

Fair value: 2.25
Intrinsic value: 2.23
Implied volatility: 0.75
Historic volatility: 0.24
Parity: 2.23
Time value: 0.08
Break-even: 67.10
Moneyness: 1.51
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.87%
Delta: 0.94
Theta: -0.02
Omega: 2.70
Rho: 0.06
 

Quote data

Open: 2.30
High: 2.30
Low: 2.30
Previous Close: 2.38
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.88%
1 Month  
+51.32%
3 Months  
+56.46%
YTD  
+277.05%
1 Year  
+270.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.43 2.28
1M High / 1M Low: 2.43 1.52
6M High / 6M Low: 2.43 0.54
High (YTD): 2024-07-23 2.43
Low (YTD): 2024-01-17 0.41
52W High: 2024-07-23 2.43
52W Low: 2023-10-27 0.29
Avg. price 1W:   2.35
Avg. volume 1W:   0.00
Avg. price 1M:   2.18
Avg. volume 1M:   0.00
Avg. price 6M:   1.38
Avg. volume 6M:   0.00
Avg. price 1Y:   0.94
Avg. volume 1Y:   0.00
Volatility 1M:   124.72%
Volatility 6M:   117.10%
Volatility 1Y:   116.81%
Volatility 3Y:   -