Raiffeisen Bank International AG .../  AT0000A33JR1  /

Raiffeisen EE
7/24/2024  12:00:00 AM Chg.+0.04 Bid- Ask- Underlying Strike price Expiration date Option type
1.25EUR +3.31% -
Bid Size: -
-
Ask Size: -
Immofinanz Ag 15.00 - 9/20/2024 Call
 

Master data

WKN: RC083R
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Immofinanz Ag
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.20
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 1.19
Implied volatility: 1.02
Historic volatility: 0.16
Parity: 1.19
Time value: 0.04
Break-even: 27.20
Moneyness: 1.79
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 1.67%
Delta: 0.95
Theta: -0.01
Omega: 2.09
Rho: 0.02
 

Quote data

Open: 1.25
High: 1.25
Low: 1.25
Previous Close: 1.21
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.84%
1 Month  
+38.89%
3 Months  
+50.60%
YTD  
+92.31%
1 Year  
+155.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.25 1.17
1M High / 1M Low: 1.25 0.89
6M High / 6M Low: 1.25 0.63
High (YTD): 7/24/2024 1.25
Low (YTD): 2/29/2024 0.63
52W High: 7/24/2024 1.25
52W Low: 9/8/2023 0.42
Avg. price 1W:   1.20
Avg. volume 1W:   0.00
Avg. price 1M:   1.14
Avg. volume 1M:   0.00
Avg. price 6M:   0.85
Avg. volume 6M:   0.00
Avg. price 1Y:   0.68
Avg. volume 1Y:   0.00
Volatility 1M:   108.24%
Volatility 6M:   52.43%
Volatility 1Y:   48.87%
Volatility 3Y:   -