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Raiffeisen Bank International AG .../  AT0000A33B27  /

Raiffeisen EE
22/07/2024  00:00:00 Chg.+0.03 Bid- Ask- Underlying Strike price Expiration date Option type
2.11EUR +1.44% -
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: 2.08
Intrinsic value: 2.06
Implied volatility: 0.76
Historic volatility: 0.19
Parity: 2.06
Time value: 0.03
Break-even: 46.90
Moneyness: 1.79
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.97%
Delta: 0.98
Theta: -0.01
Omega: 2.19
Rho: 0.04
 

Quote data

Open: 2.11
High: 2.11
Low: 2.11
Previous Close: 2.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.94%
1 Month  
+19.21%
3 Months  
+14.05%
YTD  
+88.39%
1 Year  
+104.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.13 2.05
1M High / 1M Low: 2.13 1.81
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:   2.09
Avg. volume 1W:   0.00
Avg. price 1M:   2.01
Avg. volume 1M:   0.00
Avg. price 6M:   1.66
Avg. volume 6M:   0.00
Avg. price 1Y:   1.31
Avg. volume 1Y:   0.00
Volatility 1M:   39.95%
Volatility 6M:   53.88%
Volatility 1Y:   53.24%
Volatility 3Y:   -