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Raiffeisen Bank International AG .../  AT0000A33JP5  /

Raiffeisen EE
2024-07-25  12:00:00 AM Chg.+0.02 Bid- Ask- Underlying Strike price Expiration date Option type
1.65EUR +1.23% -
Bid Size: -		 -
Ask Size: -		 Immofinanz Ag 11.00 - 2024-09-20 Call
 

Master data

WKN: RC083P
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Immofinanz Ag
Type: Warrant
Option type: Call
Strike price: 11.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.66
Leverage: Yes

Calculated values

Fair value: 1.64
Intrinsic value: 1.63
Implied volatility: 1.07
Historic volatility: 0.16
Parity: 1.63
Time value: 0.01
Break-even: 27.40
Moneyness: 2.48
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 1.23%
Delta: 0.99
Theta: 0.00
Omega: 1.65
Rho: 0.02
 

Quote data

Open: 1.65
High: 1.65
Low: 1.65
Previous Close: 1.63
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.45%
1 Month  
+30.95%
3 Months  
+36.36%
YTD  
+61.76%
1 Year  
+106.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.65 1.55
1M High / 1M Low: 1.65 1.25
6M High / 6M Low: 1.65 1.00
High (YTD): 2024-07-25 1.65
Low (YTD): 2024-02-29 1.00
52W High: 2024-07-25 1.65
52W Low: 2023-09-08 0.74
Avg. price 1W:   1.60
Avg. volume 1W:   0.00
Avg. price 1M:   1.52
Avg. volume 1M:   0.00
Avg. price 6M:   1.24
Avg. volume 6M:   0.00
Avg. price 1Y:   1.04
Avg. volume 1Y:   0.00
Volatility 1M:   78.30%
Volatility 6M:   38.23%
Volatility 1Y:   34.25%
Volatility 3Y:   -