Raiffeisen Bank International AG Kauf-OS 25.09.24 EBS 30
/ AT0000A33AV2
Raiffeisen Bank International AG .../ AT0000A33AV2 /
26/06/2024 00:00:00 |
Chg.-0.01 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.42EUR |
-0.70% |
- 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: |
3.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.42 |
Intrinsic value: |
1.40 |
Implied volatility: |
0.49 |
Historic volatility: |
0.19 |
Parity: |
1.40 |
Time value: |
0.04 |
Break-even: |
44.40 |
Moneyness: |
1.47 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
1.41% |
Delta: |
0.96 |
Theta: |
-0.01 |
Omega: |
2.94 |
Rho: |
0.07 |
Quote data
Open: |
1.42 |
High: |
1.42 |
Low: |
1.42 |
Previous Close: |
1.43 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.40% |
1 Month |
|
|
-5.33% |
3 Months |
|
|
+29.09% |
YTD |
|
|
+86.84% |
1 Year |
|
|
+178.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.47 |
1.38 |
1M High / 1M Low: |
1.57 |
1.25 |
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: |
|
1.43 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.46 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.18 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.90 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
76.14% |
Volatility 6M: |
|
69.38% |
Volatility 1Y: |
|
70.48% |
Volatility 3Y: |
|
- |