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Raiffeisen Bank International AG .../  AT0000A33AV2  /

Raiffeisen EE
15/07/2024  00:00:00 Chg.+0.01 Bid- Ask- Underlying Strike price Expiration date Option type
1.70EUR +0.59% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 30.00 - 20/09/2024 Call
 

Master data

WKN: RC08VY
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.74
Leverage: Yes

Calculated values

Fair value: 1.67
Intrinsic value: 1.65
Implied volatility: 0.66
Historic volatility: 0.19
Parity: 1.65
Time value: 0.05
Break-even: 47.00
Moneyness: 1.55
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.19%
Delta: 0.96
Theta: -0.01
Omega: 2.62
Rho: 0.05
 

Quote data

Open: 1.70
High: 1.70
Low: 1.70
Previous Close: 1.69
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.72%
1 Month  
+36.00%
3 Months  
+45.30%
YTD  
+123.68%
1 Year  
+165.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.70 1.60
1M High / 1M Low: 1.70 1.35
6M High / 6M Low: 1.76 0.74
High (YTD): 20/05/2024 1.76
Low (YTD): 03/01/2024 0.74
52W High: 20/05/2024 1.76
52W Low: 27/09/2023 0.47
Avg. price 1W:   1.67
Avg. volume 1W:   0.00
Avg. price 1M:   1.49
Avg. volume 1M:   0.00
Avg. price 6M:   1.23
Avg. volume 6M:   0.00
Avg. price 1Y:   0.94
Avg. volume 1Y:   0.00
Volatility 1M:   54.06%
Volatility 6M:   68.83%
Volatility 1Y:   69.74%
Volatility 3Y:   -