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Raiffeisen Bank International AG .../  AT0000A33K67  /

Raiffeisen EE
7/31/2024  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.29EUR -3.96% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 34.00 - 9/20/2024 Call
 

Master data

WKN: RC0836
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.50
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.20
Implied volatility: 0.35
Historic volatility: 0.29
Parity: 0.20
Time value: 0.11
Break-even: 37.13
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 6.83%
Delta: 0.70
Theta: -0.02
Omega: 8.09
Rho: 0.03
 

Quote data

Open: 0.29
High: 0.29
Low: 0.29
Previous Close: 0.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.12%
1 Month
  -23.68%
3 Months  
+93.33%
YTD  
+61.11%
1 Year
  -12.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.33 0.26
1M High / 1M Low: 0.40 0.26
6M High / 6M Low: 0.44 0.09
High (YTD): 6/21/2024 0.44
Low (YTD): 3/21/2024 0.09
52W High: 8/17/2023 0.44
52W Low: 3/21/2024 0.09
Avg. price 1W:   0.30
Avg. volume 1W:   0.00
Avg. price 1M:   0.35
Avg. volume 1M:   0.00
Avg. price 6M:   0.21
Avg. volume 6M:   0.00
Avg. price 1Y:   0.25
Avg. volume 1Y:   0.00
Volatility 1M:   122.58%
Volatility 6M:   196.66%
Volatility 1Y:   156.19%
Volatility 3Y:   -