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Raiffeisen Bank International AG .../  AT0000A33AW0  /

Raiffeisen EE
2024-07-30  12:00:00 AM Chg.+0.06 Bid- Ask- Underlying Strike price Expiration date Option type
1.66EUR +3.75% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 32.00 - 2024-09-20 Call
 

Master data

WKN: RC08VZ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.99
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 1.58
Implied volatility: 0.39
Historic volatility: 0.19
Parity: 1.58
Time value: 0.02
Break-even: 48.00
Moneyness: 1.49
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.27%
Delta: 1.00
Theta: 0.00
Omega: 2.98
Rho: 0.05
 

Quote data

Open: 1.66
High: 1.66
Low: 1.66
Previous Close: 1.60
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.93%
1 Month  
+34.96%
3 Months  
+37.19%
YTD  
+176.67%
1 Year  
+167.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.66 1.51
1M High / 1M Low: 1.66 1.41
6M High / 6M Low: 1.66 0.57
High (YTD): 2024-07-30 1.66
Low (YTD): 2024-02-29 0.57
52W High: 2024-07-30 1.66
52W Low: 2023-09-27 0.36
Avg. price 1W:   1.59
Avg. volume 1W:   0.00
Avg. price 1M:   1.52
Avg. volume 1M:   0.00
Avg. price 6M:   1.11
Avg. volume 6M:   0.00
Avg. price 1Y:   0.82
Avg. volume 1Y:   0.00
Volatility 1M:   36.84%
Volatility 6M:   79.69%
Volatility 1Y:   78.97%
Volatility 3Y:   -