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Raiffeisen Bank International AG .../  AT0000A33BG1  /

Raiffeisen EE
27/06/2024  00:00:00 Chg.+0.002 Bid- Ask- Underlying Strike price Expiration date Option type
0.038EUR +5.56% -
Bid Size: -		 -
Ask Size: -		 OMV AG 47.3846 EUR 20/09/2024 Call
 

Master data

WKN: RC08WK
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 47.38 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: 80.90
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.22
Parity: -0.67
Time value: 0.06
Break-even: 47.90
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 1.04
Spread abs.: 0.03
Spread %: 115.38%
Delta: 0.18
Theta: -0.01
Omega: 14.69
Rho: 0.01
 

Quote data

Open: 0.038
High: 0.038
Low: 0.038
Previous Close: 0.036
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -43.28%
3 Months
  -76.83%
YTD
  -68.33%
1 Year
  -86.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.078 0.024
6M High / 6M Low: 0.171 0.024
High (YTD): 21/05/2024 0.171
Low (YTD): 17/06/2024 0.024
52W High: 20/09/2023 0.415
52W Low: 17/06/2024 0.024
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.041
Avg. volume 1M:   0.000
Avg. price 6M:   0.092
Avg. volume 6M:   0.000
Avg. price 1Y:   0.176
Avg. volume 1Y:   0.000
Volatility 1M:   264.64%
Volatility 6M:   204.49%
Volatility 1Y:   178.13%
Volatility 3Y:   -