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Raiffeisen Bank International AG .../  AT0000A33AU4  /

Raiffeisen EE
2024-07-30  12:00:00 AM Chg.+0.05 Bid- Ask- Underlying Strike price Expiration date Option type
2.05EUR +2.50% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 28.00 - 2024-09-20 Call
 

Master data

WKN: RC08VX
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.38
Leverage: Yes

Calculated values

Fair value: 2.00
Intrinsic value: 1.98
Implied volatility: 0.77
Historic volatility: 0.19
Parity: 1.98
Time value: 0.03
Break-even: 48.10
Moneyness: 1.71
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.01%
Delta: 0.98
Theta: -0.01
Omega: 2.33
Rho: 0.04
 

Quote data

Open: 2.05
High: 2.05
Low: 2.05
Previous Close: 2.00
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.33%
1 Month  
+27.33%
3 Months  
+27.33%
YTD  
+118.09%
1 Year  
+132.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.05 1.91
1M High / 1M Low: 2.05 1.80
6M High / 6M Low: 2.05 0.93
High (YTD): 2024-07-30 2.05
Low (YTD): 2024-01-03 0.92
52W High: 2024-07-30 2.05
52W Low: 2023-09-27 0.60
Avg. price 1W:   1.98
Avg. volume 1W:   0.00
Avg. price 1M:   1.92
Avg. volume 1M:   0.00
Avg. price 6M:   1.50
Avg. volume 6M:   0.00
Avg. price 1Y:   1.16
Avg. volume 1Y:   0.00
Volatility 1M:   28.28%
Volatility 6M:   59.30%
Volatility 1Y:   60.29%
Volatility 3Y:   -