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Raiffeisen Bank International AG .../  AT0000A33B19  /

Raiffeisen EE
06/09/2024  00:00:00 Chg.-0.03 Bid- Ask- Underlying Strike price Expiration date Option type
0.83EUR -3.49% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 40.00 - 20/09/2024 Call
 

Master data

WKN: RC08V4
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.00
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.76
Implied volatility: 0.70
Historic volatility: 0.20
Parity: 0.76
Time value: 0.03
Break-even: 47.94
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 2.58%
Delta: 0.92
Theta: -0.04
Omega: 5.51
Rho: 0.01
 

Quote data

Open: 0.83
High: 0.83
Low: 0.83
Previous Close: 0.86
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.79%
1 Month  
+31.75%
3 Months  
+36.07%
YTD  
+336.84%
1 Year  
+538.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.00 0.83
1M High / 1M Low: 1.00 0.63
6M High / 6M Low: 1.00 0.14
High (YTD): 02/09/2024 1.00
Low (YTD): 04/03/2024 0.14
52W High: 02/09/2024 1.00
52W Low: 20/10/2023 0.11
Avg. price 1W:   0.88
Avg. volume 1W:   0.00
Avg. price 1M:   0.80
Avg. volume 1M:   0.00
Avg. price 6M:   0.56
Avg. volume 6M:   0.00
Avg. price 1Y:   0.37
Avg. volume 1Y:   0.00
Volatility 1M:   90.83%
Volatility 6M:   154.76%
Volatility 1Y:   142.99%
Volatility 3Y:   -