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Raiffeisen Bank International AG .../  AT0000A33AP4  /

Raiffeisen EE
2024-07-26  12:00:00 AM Chg.+0.02 Bid- Ask- Underlying Strike price Expiration date Option type
1.93EUR +1.05% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 48.00 - 2024-09-20 Call
 

Master data

WKN: RC08VS
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.43
Leverage: Yes

Calculated values

Fair value: 1.88
Intrinsic value: 1.86
Implied volatility: 0.64
Historic volatility: 0.24
Parity: 1.86
Time value: 0.09
Break-even: 67.40
Moneyness: 1.39
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.04%
Delta: 0.93
Theta: -0.02
Omega: 3.18
Rho: 0.06
 

Quote data

Open: 1.93
High: 1.93
Low: 1.93
Previous Close: 1.91
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.12%
1 Month  
+63.56%
3 Months  
+69.30%
YTD  
+370.73%
1 Year  
+394.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.04 1.91
1M High / 1M Low: 2.04 1.18
6M High / 6M Low: 2.04 0.33
High (YTD): 2024-07-23 2.04
Low (YTD): 2024-01-17 0.24
52W High: 2024-07-23 2.04
52W Low: 2023-10-27 0.19
Avg. price 1W:   1.97
Avg. volume 1W:   0.00
Avg. price 1M:   1.85
Avg. volume 1M:   0.00
Avg. price 6M:   1.05
Avg. volume 6M:   0.00
Avg. price 1Y:   0.69
Avg. volume 1Y:   0.00
Volatility 1M:   153.53%
Volatility 6M:   139.51%
Volatility 1Y:   137.44%
Volatility 3Y:   -