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Raiffeisen Bank International AG .../  AT0000A33AQ2  /

Raiffeisen EE
11/07/2024  00:00:00 Chg.+0.21 Bid- Ask- Underlying Strike price Expiration date Option type
1.50EUR +16.28% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 52.00 - 20/09/2024 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: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.38
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.41
Implied volatility: 0.46
Historic volatility: 0.24
Parity: 1.41
Time value: 0.10
Break-even: 67.10
Moneyness: 1.27
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 1.34%
Delta: 0.91
Theta: -0.02
Omega: 3.97
Rho: 0.09
 

Quote data

Open: 1.50
High: 1.50
Low: 1.50
Previous Close: 1.29
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+80.72%
1 Month  
+61.29%
3 Months  
+138.10%
YTD  
+476.92%
1 Year  
+435.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.50 1.29
1M High / 1M Low: 1.50 0.69
6M High / 6M Low: 1.50 0.14
High (YTD): 11/07/2024 1.50
Low (YTD): 17/01/2024 0.14
52W High: 11/07/2024 1.50
52W Low: 27/10/2023 0.12
Avg. price 1W:   1.40
Avg. volume 1W:   0.00
Avg. price 1M:   0.92
Avg. volume 1M:   0.00
Avg. price 6M:   0.63
Avg. volume 6M:   0.00
Avg. price 1Y:   0.43
Avg. volume 1Y:   0.00
Volatility 1M:   229.04%
Volatility 6M:   173.13%
Volatility 1Y:   159.36%
Volatility 3Y:   -