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Raiffeisen Bank International AG .../  AT0000A33AV2  /

Raiffeisen EE
6/26/2024  12:00:00 AM 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 - 9/20/2024 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: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.77
Leverage: Yes

Calculated values

Fair value: 1.64
Intrinsic value: 1.62
Implied volatility: 0.61
Historic volatility: 0.19
Parity: 1.62
Time value: 0.05
Break-even: 46.70
Moneyness: 1.54
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.21%
Delta: 0.96
Theta: -0.01
Omega: 2.65
Rho: 0.06
 

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     0.00%
1 Month
  -7.19%
3 Months  
+16.39%
YTD  
+86.84%
1 Year  
+149.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.53 1.25
6M High / 6M Low: 1.76 0.74
High (YTD): 5/20/2024 1.76
Low (YTD): 1/3/2024 0.74
52W High: 5/20/2024 1.76
52W Low: 9/27/2023 0.47
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.42
Avg. volume 1M:   0.00
Avg. price 6M:   1.20
Avg. volume 6M:   0.00
Avg. price 1Y:   0.92
Avg. volume 1Y:   0.00
Volatility 1M:   88.35%
Volatility 6M:   68.93%
Volatility 1Y:   70.43%
Volatility 3Y:   -