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Raiffeisen Bank International AG .../  AT0000A33AP4  /

Raiffeisen EE
7/25/2024  12:00:00 AM Chg.-0.08 Bid- Ask- Underlying Strike price Expiration date Option type
1.91EUR -4.02% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 48.00 - 9/20/2024 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: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.45
Leverage: Yes

Calculated values

Fair value: 1.86
Intrinsic value: 1.83
Implied volatility: 0.64
Historic volatility: 0.24
Parity: 1.83
Time value: 0.09
Break-even: 67.20
Moneyness: 1.38
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.05%
Delta: 0.92
Theta: -0.03
Omega: 3.19
Rho: 0.06
 

Quote data

Open: 1.91
High: 1.91
Low: 1.91
Previous Close: 1.99
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.06%
1 Month  
+66.09%
3 Months  
+67.54%
YTD  
+365.85%
1 Year  
+344.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.04 1.89
1M High / 1M Low: 2.04 1.15
6M High / 6M Low: 2.04 0.33
High (YTD): 7/23/2024 2.04
Low (YTD): 1/17/2024 0.24
52W High: 7/23/2024 2.04
52W Low: 10/27/2023 0.19
Avg. price 1W:   1.97
Avg. volume 1W:   0.00
Avg. price 1M:   1.80
Avg. volume 1M:   0.00
Avg. price 6M:   1.04
Avg. volume 6M:   0.00
Avg. price 1Y:   0.69
Avg. volume 1Y:   0.00
Volatility 1M:   153.17%
Volatility 6M:   141.05%
Volatility 1Y:   137.81%
Volatility 3Y:   -