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Raiffeisen Bank International AG .../  AT0000A33K83  /

Raiffeisen EE
31/07/2024  00:00:00 Chg.-0.005 Bid- Ask- Underlying Strike price Expiration date Option type
0.059EUR -7.81% -
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: 51.88
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.29
Parity: -0.42
Time value: 0.07
Break-even: 40.69
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 1.55
Spread abs.: 0.02
Spread %: 40.82%
Delta: 0.25
Theta: -0.02
Omega: 12.82
Rho: 0.01
 

Quote data

Open: 0.059
High: 0.059
Low: 0.059
Previous Close: 0.064
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.37%
1 Month
  -50.42%
3 Months  
+37.21%
YTD
  -20.27%
1 Year
  -67.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.076 0.051
1M High / 1M Low: 0.115 0.051
6M High / 6M Low: 0.153 0.027
High (YTD): 21/06/2024 0.153
Low (YTD): 21/03/2024 0.027
52W High: 17/08/2023 0.250
52W Low: 21/03/2024 0.027
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.090
Avg. volume 1M:   0.000
Avg. price 6M:   0.066
Avg. volume 6M:   0.000
Avg. price 1Y:   0.106
Avg. volume 1Y:   0.000
Volatility 1M:   197.84%
Volatility 6M:   279.62%
Volatility 1Y:   215.93%
Volatility 3Y:   -