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Raiffeisen Bank International AG .../  AT0000A33AU4  /

Raiffeisen EE
26/06/2024  00:00:00 Chg.-0.02 Bid- Ask- Underlying Strike price Expiration date Option type
1.61EUR -1.23% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 28.00 - 20/09/2024 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: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.57
Leverage: Yes

Calculated values

Fair value: 1.74
Intrinsic value: 1.72
Implied volatility: 0.64
Historic volatility: 0.19
Parity: 1.72
Time value: 0.05
Break-even: 45.60
Moneyness: 1.61
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.15%
Delta: 0.96
Theta: -0.01
Omega: 2.47
Rho: 0.06
 

Quote data

Open: 1.61
High: 1.61
Low: 1.61
Previous Close: 1.63
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -9.04%
3 Months  
+15.00%
YTD  
+71.28%
1 Year  
+120.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.61 1.61
1M High / 1M Low: 1.77 1.44
6M High / 6M Low: 1.96 0.92
High (YTD): 20/05/2024 1.96
Low (YTD): 03/01/2024 0.92
52W High: 20/05/2024 1.96
52W Low: 27/09/2023 0.60
Avg. price 1W:   1.61
Avg. volume 1W:   0.00
Avg. price 1M:   1.64
Avg. volume 1M:   0.00
Avg. price 6M:   1.39
Avg. volume 6M:   0.00
Avg. price 1Y:   1.08
Avg. volume 1Y:   0.00
Volatility 1M:   77.84%
Volatility 6M:   61.38%
Volatility 1Y:   60.97%
Volatility 3Y:   -