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Raiffeisen Bank International AG .../  AT0000A33AR0  /

Raiffeisen EE
25/07/2024  00:00:00 Chg.-0.07 Bid- Ask- Underlying Strike price Expiration date Option type
1.17EUR -5.65% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 56.00 - 20/09/2024 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: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.40
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 1.15
Implied volatility: 0.44
Historic volatility: 0.24
Parity: 1.15
Time value: 0.11
Break-even: 68.50
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 1.63%
Delta: 0.88
Theta: -0.03
Omega: 4.76
Rho: 0.07
 

Quote data

Open: 1.17
High: 1.17
Low: 1.17
Previous Close: 1.24
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.59%
1 Month  
+125.00%
3 Months  
+101.72%
YTD  
+588.24%
1 Year  
+408.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.29 1.16
1M High / 1M Low: 1.29 0.52
6M High / 6M Low: 1.29 0.11
High (YTD): 23/07/2024 1.29
Low (YTD): 17/01/2024 0.08
52W High: 23/07/2024 1.29
52W Low: 20/10/2023 0.08
Avg. price 1W:   1.23
Avg. volume 1W:   0.00
Avg. price 1M:   1.04
Avg. volume 1M:   0.00
Avg. price 6M:   0.49
Avg. volume 6M:   0.00
Avg. price 1Y:   0.32
Avg. volume 1Y:   0.00
Volatility 1M:   267.57%
Volatility 6M:   202.90%
Volatility 1Y:   184.90%
Volatility 3Y:   -