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Raiffeisen Bank International AG .../  AT0000A33BE6  /

Raiffeisen EE
05/08/2024  00:00:00 Chg.-0.039 Bid- Ask- Underlying Strike price Expiration date Option type
0.043EUR -47.56% -
Bid Size: -		 -
Ask Size: -		 OMV AG 40.0947 EUR 20/09/2024 Call
 

Master data

WKN: RC08WH
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 40.09 EUR
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 9.12:1
Exercise type: American
Quanto: -
Gearing: 12.92
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.22
Parity: -0.26
Time value: 0.32
Break-even: 43.01
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 1.86
Spread abs.: 0.26
Spread %: 416.13%
Delta: 0.46
Theta: -0.04
Omega: 5.95
Rho: 0.02
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.082
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.84%
1 Month
  -84.86%
3 Months
  -88.59%
YTD
  -86.97%
1 Year
  -92.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.124 0.043
1M High / 1M Low: 0.211 0.043
6M High / 6M Low: 0.685 0.043
High (YTD): 21/05/2024 0.685
Low (YTD): 05/08/2024 0.043
52W High: 19/09/2023 0.815
52W Low: 05/08/2024 0.043
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.145
Avg. volume 1M:   0.000
Avg. price 6M:   0.338
Avg. volume 6M:   0.000
Avg. price 1Y:   0.421
Avg. volume 1Y:   0.000
Volatility 1M:   249.78%
Volatility 6M:   168.26%
Volatility 1Y:   146.55%
Volatility 3Y:   -