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Raiffeisen Bank International AG .../  AT0000A36DY3  /

Raiffeisen EE
24/07/2024  00:00:00 Chg.+0.10 Bid- Ask- Underlying Strike price Expiration date Option type
1.75EUR +6.08% -
Bid Size: -		 -
Ask Size: -		 VERBUND AG INH... 59.545 EUR 20/09/2024 Call
 

Master data

WKN: RC1AXY
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 59.55 EUR
Maturity: 20/09/2024
Issue date: 20/07/2023
Last trading day: 19/09/2024
Ratio: 9.92:1
Exercise type: American
Quanto: -
Gearing: 4.59
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 1.61
Implied volatility: 0.34
Historic volatility: 0.26
Parity: 1.61
Time value: 0.05
Break-even: 76.01
Moneyness: 1.27
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 1.84%
Delta: 0.97
Theta: -0.01
Omega: 4.45
Rho: 0.09
 

Quote data

Open: 1.75
High: 1.75
Low: 1.75
Previous Close: 1.65
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.74%
1 Month     0.00%
3 Months  
+50.86%
YTD
  -31.64%
1 Year
  -20.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.75 1.59
1M High / 1M Low: 1.89 1.59
6M High / 6M Low: 1.92 0.74
High (YTD): 10/01/2024 2.79
Low (YTD): 03/04/2024 0.74
52W High: 08/12/2023 2.94
52W Low: 03/04/2024 0.74
Avg. price 1W:   1.67
Avg. volume 1W:   0.00
Avg. price 1M:   1.72
Avg. volume 1M:   0.00
Avg. price 6M:   1.35
Avg. volume 6M:   0.00
Avg. price 1Y:   1.84
Avg. volume 1Y:   0.00
Volatility 1M:   66.06%
Volatility 6M:   121.18%
Volatility 1Y:   99.17%
Volatility 3Y:   -