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Raiffeisen Bank International AG .../  AT0000A33B27  /

Raiffeisen EE
26/06/2024  00:00:00 Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
1.81EUR -0.55% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 26.00 - 20/09/2024 Call
 

Master data

WKN: RC08V5
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.23
Leverage: Yes

Calculated values

Fair value: 2.04
Intrinsic value: 2.02
Implied volatility: 0.80
Historic volatility: 0.19
Parity: 2.02
Time value: 0.05
Break-even: 46.70
Moneyness: 1.78
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.98%
Delta: 0.96
Theta: -0.01
Omega: 2.15
Rho: 0.05
 

Quote data

Open: 1.81
High: 1.81
Low: 1.81
Previous Close: 1.82
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -6.22%
3 Months  
+11.73%
YTD  
+61.61%
1 Year  
+118.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.93 1.63
6M High / 6M Low: 2.16 1.12
High (YTD): 20/05/2024 2.16
Low (YTD): 03/01/2024 1.10
52W High: 20/05/2024 2.16
52W Low: 26/09/2023 0.74
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.81
Avg. volume 1M:   0.00
Avg. price 6M:   1.59
Avg. volume 6M:   0.00
Avg. price 1Y:   1.26
Avg. volume 1Y:   0.00
Volatility 1M:   73.68%
Volatility 6M:   54.12%
Volatility 1Y:   54.31%
Volatility 3Y:   -