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Raiffeisen Bank International AG .../  AT0000A33JH2  /

Raiffeisen EE
2024-07-26  12:00:00 AM Chg.-0.27 Bid- Ask- Underlying Strike price Expiration date Option type
3.51EUR -7.14% -
Bid Size: -		 -
Ask Size: -		 Do & Co AG 120.00 - 2024-09-20 Call
 

Master data

WKN: RC083H
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Do & Co AG
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.35
Leverage: Yes

Calculated values

Fair value: 3.43
Intrinsic value: 3.36
Implied volatility: 0.48
Historic volatility: 0.26
Parity: 3.36
Time value: 0.17
Break-even: 155.30
Moneyness: 1.28
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 0.57%
Delta: 0.92
Theta: -0.05
Omega: 4.02
Rho: 0.16
 

Quote data

Open: 3.51
High: 3.51
Low: 3.51
Previous Close: 3.78
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.61%
1 Month
  -26.11%
3 Months  
+27.64%
YTD  
+58.11%
1 Year  
+108.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.15 3.51
1M High / 1M Low: 4.94 3.51
6M High / 6M Low: 4.94 1.61
High (YTD): 2024-07-16 4.94
Low (YTD): 2024-01-24 1.57
52W High: 2024-07-16 4.94
52W Low: 2023-10-09 0.52
Avg. price 1W:   3.85
Avg. volume 1W:   0.00
Avg. price 1M:   4.37
Avg. volume 1M:   0.00
Avg. price 6M:   2.93
Avg. volume 6M:   0.00
Avg. price 1Y:   2.11
Avg. volume 1Y:   0.00
Volatility 1M:   69.45%
Volatility 6M:   126.68%
Volatility 1Y:   125.03%
Volatility 3Y:   -