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Raiffeisen Bank International AG .../  AT0000A33AQ2  /

Raiffeisen EE
6/27/2024  12:00:00 AM Chg.+0.02 Bid- Ask- Underlying Strike price Expiration date Option type
0.83EUR +2.84% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 52.00 - 9/20/2024 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: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.66
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.71
Implied volatility: 0.38
Historic volatility: 0.25
Parity: 0.71
Time value: 0.18
Break-even: 60.87
Moneyness: 1.14
Premium: 0.03
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 2.31%
Delta: 0.80
Theta: -0.02
Omega: 5.32
Rho: 0.09
 

Quote data

Open: 0.83
High: 0.83
Low: 0.83
Previous Close: 0.81
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.22%
1 Month
  -13.54%
3 Months  
+18.57%
YTD  
+219.23%
1 Year  
+144.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.89 0.81
1M High / 1M Low: 1.02 0.69
6M High / 6M Low: 1.11 0.14
High (YTD): 5/28/2024 1.11
Low (YTD): 1/17/2024 0.14
52W High: 5/28/2024 1.11
52W Low: 10/27/2023 0.12
Avg. price 1W:   0.84
Avg. volume 1W:   0.00
Avg. price 1M:   0.88
Avg. volume 1M:   0.00
Avg. price 6M:   0.59
Avg. volume 6M:   0.00
Avg. price 1Y:   0.41
Avg. volume 1Y:   0.00
Volatility 1M:   154.89%
Volatility 6M:   162.83%
Volatility 1Y:   153.88%
Volatility 3Y:   -