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Raiffeisen Bank International AG .../  AT0000A33AQ2  /

Raiffeisen EE
2024-07-25  12:00:00 AM Chg.-0.08 Bid- Ask- Underlying Strike price Expiration date Option type
1.53EUR -4.97% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 52.00 - 2024-09-20 Call
 

Master data

WKN: RC08VT
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 52.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.16
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.55
Implied volatility: 0.49
Historic volatility: 0.24
Parity: 1.55
Time value: 0.08
Break-even: 68.20
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.25%
Delta: 0.93
Theta: -0.02
Omega: 3.86
Rho: 0.07
 

Quote data

Open: 1.53
High: 1.53
Low: 1.53
Previous Close: 1.61
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.66%
1 Month  
+88.89%
3 Months  
+84.34%
YTD  
+488.46%
1 Year  
+410.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.66 1.52
1M High / 1M Low: 1.66 0.81
6M High / 6M Low: 1.66 0.20
High (YTD): 2024-07-23 1.66
Low (YTD): 2024-01-17 0.14
52W High: 2024-07-23 1.66
52W Low: 2023-10-27 0.12
Avg. price 1W:   1.59
Avg. volume 1W:   0.00
Avg. price 1M:   1.43
Avg. volume 1M:   0.00
Avg. price 6M:   0.74
Avg. volume 6M:   0.00
Avg. price 1Y:   0.48
Avg. volume 1Y:   0.00
Volatility 1M:   202.46%
Volatility 6M:   168.76%
Volatility 1Y:   159.30%
Volatility 3Y:   -