OverviewChartNewsTraderScreen

Raiffeisen Bank International AG .../  AT0000A33JS9  /

Raiffeisen EE
2024-07-26  12:00:00 AM Chg.-0.02 Bid- Ask- Underlying Strike price Expiration date Option type
1.05EUR -1.87% -
Bid Size: -		 -
Ask Size: -		 Immofinanz Ag 17.00 - 2024-09-20 Call
 

Master data

WKN: RC083S
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Immofinanz Ag
Type: Warrant
Option type: Call
Strike price: 17.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.52
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 1.03
Implied volatility: 1.01
Historic volatility: 0.16
Parity: 1.03
Time value: 0.06
Break-even: 27.80
Moneyness: 1.60
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 1.89%
Delta: 0.92
Theta: -0.02
Omega: 2.32
Rho: 0.02
 

Quote data

Open: 1.05
High: 1.05
Low: 1.05
Previous Close: 1.07
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.06%
1 Month  
+45.83%
3 Months  
+61.54%
YTD  
+118.75%
1 Year  
+200.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.07 0.99
1M High / 1M Low: 1.07 0.72
6M High / 6M Low: 1.07 0.46
High (YTD): 2024-07-25 1.07
Low (YTD): 2024-02-29 0.46
52W High: 2024-07-25 1.07
52W Low: 2023-09-08 0.28
Avg. price 1W:   1.03
Avg. volume 1W:   0.00
Avg. price 1M:   0.98
Avg. volume 1M:   0.00
Avg. price 6M:   0.68
Avg. volume 6M:   0.00
Avg. price 1Y:   0.52
Avg. volume 1Y:   0.00
Volatility 1M:   120.40%
Volatility 6M:   61.00%
Volatility 1Y:   59.83%
Volatility 3Y:   -