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Raiffeisen Bank International AG .../  AT0000A36E05  /

Raiffeisen EE
7/29/2024  12:00:00 AM Chg.-0.03 Bid- Ask- Underlying Strike price Expiration date Option type
0.83EUR -3.72% -
Bid Size: -		 -
Ask Size: -		 VERBUND AG INH... 67.4843 EUR 9/20/2024 Call
 

Master data

WKN: RC1AX0
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 67.48 EUR
Maturity: 9/20/2024
Issue date: 7/20/2023
Last trading day: 9/19/2024
Ratio: 9.92:1
Exercise type: American
Quanto: -
Gearing: 8.77
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.67
Implied volatility: 0.38
Historic volatility: 0.26
Parity: 0.67
Time value: 0.18
Break-even: 75.94
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 3.65%
Delta: 0.78
Theta: -0.04
Omega: 6.83
Rho: 0.07
 

Quote data

Open: 0.83
High: 0.83
Low: 0.83
Previous Close: 0.86
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.75%
1 Month
  -17.00%
3 Months  
+36.07%
YTD
  -56.32%
1 Year
  -42.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.01 0.83
1M High / 1M Low: 1.17 0.83
6M High / 6M Low: 1.25 0.34
High (YTD): 1/10/2024 2.11
Low (YTD): 4/3/2024 0.34
52W High: 12/8/2023 2.23
52W Low: 4/3/2024 0.34
Avg. price 1W:   0.90
Avg. volume 1W:   0.00
Avg. price 1M:   0.97
Avg. volume 1M:   0.00
Avg. price 6M:   0.77
Avg. volume 6M:   0.00
Avg. price 1Y:   1.24
Avg. volume 1Y:   0.00
Volatility 1M:   136.34%
Volatility 6M:   165.56%
Volatility 1Y:   131.69%
Volatility 3Y:   -