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Raiffeisen Bank International AG .../  AT0000A33AR0  /

Raiffeisen EE
2024-07-26  12:00:00 AM Chg.+0.01 Bid- Ask- Underlying Strike price Expiration date Option type
1.18EUR +0.85% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 56.00 - 2024-09-20 Call
 

Master data

WKN: RC08VU
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 56.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.59
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 1.06
Implied volatility: 0.48
Historic volatility: 0.24
Parity: 1.06
Time value: 0.14
Break-even: 67.90
Moneyness: 1.19
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 1.71%
Delta: 0.85
Theta: -0.03
Omega: 4.76
Rho: 0.07
 

Quote data

Open: 1.18
High: 1.18
Low: 1.18
Previous Close: 1.17
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.72%
1 Month  
+118.52%
3 Months  
+107.02%
YTD  
+594.12%
1 Year  
+521.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.29 1.17
1M High / 1M Low: 1.29 0.54
6M High / 6M Low: 1.29 0.11
High (YTD): 2024-07-23 1.29
Low (YTD): 2024-01-17 0.08
52W High: 2024-07-23 1.29
52W Low: 2023-10-20 0.08
Avg. price 1W:   1.23
Avg. volume 1W:   0.00
Avg. price 1M:   1.12
Avg. volume 1M:   0.00
Avg. price 6M:   0.50
Avg. volume 6M:   0.00
Avg. price 1Y:   0.32
Avg. volume 1Y:   0.00
Volatility 1M:   273.61%
Volatility 6M:   201.92%
Volatility 1Y:   184.61%
Volatility 3Y:   -