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Raiffeisen Bank International AG .../  AT0000A36E21  /

Raiffeisen EE
8/8/2024  12:00:00 AM Chg.+0.10 Bid- Ask- Underlying Strike price Expiration date Option type
0.40EUR +32.89% -
Bid Size: -		 -
Ask Size: -		 VERBUND AG INH... 75.4236 EUR 9/20/2024 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: 9/20/2024
Issue date: 7/20/2023
Last trading day: 9/19/2024
Ratio: 9.92:1
Exercise type: American
Quanto: -
Gearing: 24.11
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -0.06
Time value: 0.31
Break-even: 78.53
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.50
Spread abs.: 0.03
Spread %: 10.60%
Delta: 0.51
Theta: -0.04
Omega: 12.27
Rho: 0.04
 

Quote data

Open: 0.40
High: 0.40
Low: 0.40
Previous Close: 0.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.21%
1 Month
  -14.89%
3 Months  
+21.21%
YTD
  -69.47%
1 Year
  -57.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.47 0.20
1M High / 1M Low: 0.57 0.20
6M High / 6M Low: 0.67 0.13
High (YTD): 1/10/2024 1.51
Low (YTD): 4/3/2024 0.13
52W High: 12/8/2023 1.63
52W Low: 4/3/2024 0.13
Avg. price 1W:   0.32
Avg. volume 1W:   0.00
Avg. price 1M:   0.38
Avg. volume 1M:   0.00
Avg. price 6M:   0.36
Avg. volume 6M:   0.00
Avg. price 1Y:   0.77
Avg. volume 1Y:   0.00
Volatility 1M:   355.85%
Volatility 6M:   249.63%
Volatility 1Y:   191.76%
Volatility 3Y:   -