Raiffeisen Bank International AG .../  AT0000A33CW6  /

Raiffeisen EE
2024-06-27  12:00:00 AM Chg.+0.002 Bid- Ask- Underlying Strike price Expiration date Option type
0.064EUR +3.23% -
Bid Size: -
-
Ask Size: -
RAIFFEISEN BK INTL I... 15.00 - 2024-09-20 Put
 

Master data

WKN: RC08X0
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Put
Strike price: 15.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -40.26
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.28
Parity: -0.23
Time value: 0.04
Break-even: 14.57
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 1.06
Spread abs.: 0.02
Spread %: 86.96%
Delta: -0.20
Theta: -0.01
Omega: -8.02
Rho: -0.01
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.062
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+10.34%
3 Months  
+6.67%
YTD
  -7.25%
1 Year
  -77.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.085 0.050
6M High / 6M Low: 0.100 0.038
High (YTD): 2024-03-21 0.100
Low (YTD): 2024-01-30 0.038
52W High: 2023-08-25 0.330
52W Low: 2024-01-30 0.038
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   0.063
Avg. volume 6M:   0.000
Avg. price 1Y:   0.151
Avg. volume 1Y:   0.000
Volatility 1M:   218.92%
Volatility 6M:   245.67%
Volatility 1Y:   181.80%
Volatility 3Y:   -