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Raiffeisen Bank International AG .../  AT0000A33K67  /

Raiffeisen EE
06/09/2024  00:00:00 Chg.-0.11 Bid- Ask- Underlying Strike price Expiration date Option type
0.33EUR -25.68% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 34.00 - 20/09/2024 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: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.75
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.31
Implied volatility: 0.50
Historic volatility: 0.31
Parity: 0.31
Time value: 0.04
Break-even: 37.45
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.30
Spread abs.: 0.02
Spread %: 6.15%
Delta: 0.84
Theta: -0.04
Omega: 9.03
Rho: 0.01
 

Quote data

Open: 0.33
High: 0.33
Low: 0.33
Previous Close: 0.44
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.86%
1 Month  
+43.48%
3 Months
  -10.81%
YTD  
+83.33%
1 Year
  -17.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.55 0.33
1M High / 1M Low: 0.93 0.19
6M High / 6M Low: 0.93 0.09
High (YTD): 26/08/2024 0.93
Low (YTD): 21/03/2024 0.09
52W High: 26/08/2024 0.93
52W Low: 21/03/2024 0.09
Avg. price 1W:   0.48
Avg. volume 1W:   0.00
Avg. price 1M:   0.54
Avg. volume 1M:   0.00
Avg. price 6M:   0.28
Avg. volume 6M:   0.00
Avg. price 1Y:   0.27
Avg. volume 1Y:   0.00
Volatility 1M:   342.93%
Volatility 6M:   239.18%
Volatility 1Y:   194.73%
Volatility 3Y:   -