Raiffeisen Bank International AG .../  AT0000A33K83  /

Raiffeisen EE
06/09/2024  00:00:00 Chg.-0.028 Bid- Ask- Underlying Strike price Expiration date Option type
0.018EUR -60.87% -
Bid Size: -
-
Ask Size: -
ROSENBAUER INTL 40.00 - 20/09/2024 Call
 

Master data

WKN: RC0838
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 132.50
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.31
Parity: -0.29
Time value: 0.03
Break-even: 40.28
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 9.06
Spread abs.: 0.02
Spread %: 250.00%
Delta: 0.18
Theta: -0.03
Omega: 24.25
Rho: 0.00
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.046
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -90.48%
1 Month
  -40.00%
3 Months
  -85.94%
YTD
  -75.68%
1 Year
  -91.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.096 0.018
1M High / 1M Low: 0.367 0.018
6M High / 6M Low: 0.367 0.017
High (YTD): 26/08/2024 0.367
Low (YTD): 05/08/2024 0.017
52W High: 26/08/2024 0.367
52W Low: 05/08/2024 0.017
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.136
Avg. volume 1M:   0.000
Avg. price 6M:   0.076
Avg. volume 6M:   0.000
Avg. price 1Y:   0.097
Avg. volume 1Y:   0.000
Volatility 1M:   743.59%
Volatility 6M:   422.24%
Volatility 1Y:   323.40%
Volatility 3Y:   -