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Raiffeisen Bank International AG .../  AT0000A33AZ3  /

Raiffeisen EE
7/31/2024  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
1.05EUR -0.94% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 38.00 - 9/20/2024 Call
 

Master data

WKN: RC08V2
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.54
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 1.01
Implied volatility: 0.49
Historic volatility: 0.19
Parity: 1.01
Time value: 0.05
Break-even: 48.60
Moneyness: 1.27
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 1.92%
Delta: 0.92
Theta: -0.02
Omega: 4.18
Rho: 0.05
 

Quote data

Open: 1.05
High: 1.05
Low: 1.05
Previous Close: 1.06
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month  
+56.72%
3 Months  
+69.35%
YTD  
+303.85%
1 Year  
+250.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.06 0.98
1M High / 1M Low: 1.06 0.83
6M High / 6M Low: 1.06 0.20
High (YTD): 7/30/2024 1.06
Low (YTD): 3/4/2024 0.20
52W High: 7/30/2024 1.06
52W Low: 9/26/2023 0.15
Avg. price 1W:   1.02
Avg. volume 1W:   0.00
Avg. price 1M:   0.94
Avg. volume 1M:   0.00
Avg. price 6M:   0.59
Avg. volume 6M:   0.00
Avg. price 1Y:   0.41
Avg. volume 1Y:   0.00
Volatility 1M:   53.71%
Volatility 6M:   127.30%
Volatility 1Y:   117.53%
Volatility 3Y:   -