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Raiffeisen Bank International AG .../  AT0000A33AU4  /

Raiffeisen EE
7/22/2024  12:00:00 AM Chg.+0.03 Bid- Ask- Underlying Strike price Expiration date Option type
1.91EUR +1.60% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 28.00 - 9/20/2024 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: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.44
Leverage: Yes

Calculated values

Fair value: 1.90
Intrinsic value: 1.88
Implied volatility: 0.78
Historic volatility: 0.19
Parity: 1.88
Time value: 0.04
Break-even: 47.20
Moneyness: 1.67
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.05%
Delta: 0.97
Theta: -0.01
Omega: 2.35
Rho: 0.04
 

Quote data

Open: 1.91
High: 1.91
Low: 1.91
Previous Close: 1.88
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.04%
1 Month  
+20.89%
3 Months  
+15.76%
YTD  
+103.19%
1 Year  
+117.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.93 1.85
1M High / 1M Low: 1.93 1.61
6M High / 6M Low: 1.96 0.93
High (YTD): 5/20/2024 1.96
Low (YTD): 1/3/2024 0.92
52W High: 5/20/2024 1.96
52W Low: 9/27/2023 0.60
Avg. price 1W:   1.89
Avg. volume 1W:   0.00
Avg. price 1M:   1.82
Avg. volume 1M:   0.00
Avg. price 6M:   1.46
Avg. volume 6M:   0.00
Avg. price 1Y:   1.13
Avg. volume 1Y:   0.00
Volatility 1M:   45.75%
Volatility 6M:   60.10%
Volatility 1Y:   60.42%
Volatility 3Y:   -