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Raiffeisen Bank International AG .../  AT0000A33AW0  /

Raiffeisen EE
7/31/2024  12:00:00 AM Chg.-0.02 Bid- Ask- Underlying Strike price Expiration date Option type
1.64EUR -1.20% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 32.00 - 9/20/2024 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: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.90
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 1.64
Implied volatility: 0.66
Historic volatility: 0.19
Parity: 1.64
Time value: 0.03
Break-even: 48.70
Moneyness: 1.51
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.21%
Delta: 0.97
Theta: -0.01
Omega: 2.80
Rho: 0.04
 

Quote data

Open: 1.64
High: 1.64
Low: 1.64
Previous Close: 1.66
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.46%
1 Month  
+33.33%
3 Months  
+35.54%
YTD  
+173.33%
1 Year  
+192.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.66 1.57
1M High / 1M Low: 1.66 1.41
6M High / 6M Low: 1.66 0.57
High (YTD): 7/30/2024 1.66
Low (YTD): 2/29/2024 0.57
52W High: 7/30/2024 1.66
52W Low: 9/27/2023 0.36
Avg. price 1W:   1.61
Avg. volume 1W:   0.00
Avg. price 1M:   1.53
Avg. volume 1M:   0.00
Avg. price 6M:   1.12
Avg. volume 6M:   0.00
Avg. price 1Y:   0.82
Avg. volume 1Y:   0.00
Volatility 1M:   36.83%
Volatility 6M:   79.48%
Volatility 1Y:   78.35%
Volatility 3Y:   -