Raiffeisen Bank International AG .../  AT0000A3AGQ7  /

Raiffeisen EE
8/29/2024  12:00:00 AM Chg.+0.006 Bid- Ask- Underlying Strike price Expiration date Option type
0.190EUR +3.26% -
Bid Size: -
-
Ask Size: -
LENZING AG 30.00 EUR 9/20/2024 Call
 

Master data

WKN: RC1C2D
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: LENZING AG
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 9/20/2024
Issue date: 2/8/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.07
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.09
Implied volatility: 0.52
Historic volatility: 0.45
Parity: 0.09
Time value: 0.12
Break-even: 32.05
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.89
Spread abs.: 0.03
Spread %: 17.14%
Delta: 0.62
Theta: -0.04
Omega: 9.40
Rho: 0.01
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.184
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.66%
1 Month
  -50.90%
3 Months
  -70.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.274 0.184
1M High / 1M Low: 0.387 0.142
6M High / 6M Low: 0.800 0.142
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.258
Avg. volume 1M:   0.000
Avg. price 6M:   0.468
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   335.56%
Volatility 6M:   248.04%
Volatility 1Y:   -
Volatility 3Y:   -