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Raiffeisen Bank International AG .../  AT0000A33AX8  /

Raiffeisen EE
7/30/2024  12:00:00 AM Chg.+0.06 Bid- Ask- Underlying Strike price Expiration date Option type
1.46EUR +4.29% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 34.00 - 9/20/2024 Call
 

Master data

WKN: RC08V0
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.29
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.44
Implied volatility: 0.57
Historic volatility: 0.19
Parity: 1.44
Time value: 0.03
Break-even: 48.70
Moneyness: 1.42
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.38%
Delta: 0.96
Theta: -0.01
Omega: 3.17
Rho: 0.04
 

Quote data

Open: 1.46
High: 1.46
Low: 1.46
Previous Close: 1.40
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.61%
1 Month  
+40.38%
3 Months  
+44.55%
YTD  
+210.64%
1 Year  
+186.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.46 1.32
1M High / 1M Low: 1.46 1.21
6M High / 6M Low: 1.46 0.42
High (YTD): 7/30/2024 1.46
Low (YTD): 2/29/2024 0.42
52W High: 7/30/2024 1.46
52W Low: 10/20/2023 0.27
Avg. price 1W:   1.39
Avg. volume 1W:   0.00
Avg. price 1M:   1.32
Avg. volume 1M:   0.00
Avg. price 6M:   0.92
Avg. volume 6M:   0.00
Avg. price 1Y:   0.67
Avg. volume 1Y:   0.00
Volatility 1M:   40.00%
Volatility 6M:   93.09%
Volatility 1Y:   90.72%
Volatility 3Y:   -