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Raiffeisen Bank International AG .../  AT0000A33JJ8  /

Raiffeisen EE
09/08/2024  00:00:00 Chg.+0.20 Bid- Ask- Underlying Strike price Expiration date Option type
2.00EUR +11.11% -
Bid Size: -		 -
Ask Size: -		 Do & Co AG 130.00 - 20/09/2024 Call
 

Master data

WKN: RC083J
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Do & Co AG
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.35
Leverage: Yes

Calculated values

Fair value: 1.93
Intrinsic value: 1.84
Implied volatility: 0.38
Historic volatility: 0.27
Parity: 1.84
Time value: 0.18
Break-even: 150.20
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 2.02%
Delta: 0.87
Theta: -0.06
Omega: 6.41
Rho: 0.12
 

Quote data

Open: 2.00
High: 2.00
Low: 2.00
Previous Close: 1.80
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.52%
1 Month
  -46.67%
3 Months
  -10.31%
YTD  
+26.58%
1 Year  
+115.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.00 1.15
1M High / 1M Low: 3.96 1.15
6M High / 6M Low: 3.96 1.15
High (YTD): 16/07/2024 3.96
Low (YTD): 24/01/2024 1.04
52W High: 16/07/2024 3.96
52W Low: 09/10/2023 0.31
Avg. price 1W:   1.71
Avg. volume 1W:   0.00
Avg. price 1M:   2.78
Avg. volume 1M:   0.00
Avg. price 6M:   2.23
Avg. volume 6M:   0.00
Avg. price 1Y:   1.55
Avg. volume 1Y:   0.00
Volatility 1M:   263.69%
Volatility 6M:   183.12%
Volatility 1Y:   163.01%
Volatility 3Y:   -