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Raiffeisen Bank International AG .../  AT0000A33AS8  /

Raiffeisen EE
2024-07-25  12:00:00 AM Chg.-0.07 Bid- Ask- Underlying Strike price Expiration date Option type
0.81EUR -7.60% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 60.00 - 2024-09-20 Call
 

Master data

WKN: RC08VV
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.56
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.63
Implied volatility: 0.64
Historic volatility: 0.24
Parity: 0.63
Time value: 0.38
Break-even: 70.10
Moneyness: 1.11
Premium: 0.06
Premium p.a.: 0.44
Spread abs.: 0.21
Spread %: 25.62%
Delta: 0.71
Theta: -0.05
Omega: 4.65
Rho: 0.06
 

Quote data

Open: 0.81
High: 0.81
Low: 0.81
Previous Close: 0.88
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+170.00%
3 Months  
+125.00%
YTD  
+636.36%
1 Year  
+440.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.93 0.81
1M High / 1M Low: 0.93 0.30
6M High / 6M Low: 0.93 0.06
High (YTD): 2024-07-23 0.93
Low (YTD): 2024-01-17 0.04
52W High: 2024-07-23 0.93
52W Low: 2024-01-17 0.04
Avg. price 1W:   0.87
Avg. volume 1W:   0.00
Avg. price 1M:   0.74
Avg. volume 1M:   0.00
Avg. price 6M:   0.31
Avg. volume 6M:   0.00
Avg. price 1Y:   0.20
Avg. volume 1Y:   0.00
Volatility 1M:   352.11%
Volatility 6M:   245.72%
Volatility 1Y:   215.29%
Volatility 3Y:   -