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Raiffeisen Bank International AG .../  AT0000A36E21  /

Raiffeisen EE
24/07/2024  00:00:00 Chg.+0.06 Bid- Ask- Underlying Strike price Expiration date Option type
0.44EUR +14.18% -
Bid Size: -		 -
Ask Size: -		 VERBUND AG INH... 75.4236 EUR 20/09/2024 Call
 

Master data

WKN: RC1AX2
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 75.42 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: 18.85
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.01
Implied volatility: 0.31
Historic volatility: 0.26
Parity: 0.01
Time value: 0.39
Break-even: 79.43
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 8.02%
Delta: 0.55
Theta: -0.04
Omega: 10.34
Rho: 0.06
 

Quote data

Open: 0.44
High: 0.44
Low: 0.44
Previous Close: 0.39
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.22%
1 Month
  -13.73%
3 Months  
+51.72%
YTD
  -66.41%
1 Year
  -62.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.45 0.37
1M High / 1M Low: 0.57 0.37
6M High / 6M Low: 0.82 0.13
High (YTD): 10/01/2024 1.51
Low (YTD): 03/04/2024 0.13
52W High: 08/12/2023 1.63
52W Low: 03/04/2024 0.13
Avg. price 1W:   0.41
Avg. volume 1W:   0.00
Avg. price 1M:   0.46
Avg. volume 1M:   0.00
Avg. price 6M:   0.39
Avg. volume 6M:   0.00
Avg. price 1Y:   0.80
Avg. volume 1Y:   0.00
Volatility 1M:   143.63%
Volatility 6M:   218.18%
Volatility 1Y:   170.41%
Volatility 3Y:   -