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Raiffeisen Bank International AG .../  AT0000A36E96  /

Raiffeisen EE
02/08/2024  00:00:00 Chg.+0.14 Bid- Ask- Underlying Strike price Expiration date Option type
0.99EUR +16.63% -
Bid Size: -		 -
Ask Size: -		 SCHOELLER-BLECKMANN ... 45.00 EUR 20/09/2024 Put
 

Master data

WKN: RC1AX9
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: SCHOELLER-BLECKMANN OILF.
Type: Warrant
Option type: Put
Strike price: 45.00 EUR
Maturity: 20/09/2024
Issue date: 20/07/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.25
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.85
Implied volatility: 0.46
Historic volatility: 0.27
Parity: 0.85
Time value: 0.02
Break-even: 36.40
Moneyness: 1.23
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 3.61%
Delta: -0.87
Theta: -0.01
Omega: -3.70
Rho: -0.05
 

Quote data

Open: 0.99
High: 0.99
Low: 0.99
Previous Close: 0.85
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.24%
1 Month  
+37.50%
3 Months  
+147.50%
YTD  
+80.00%
1 Year  
+135.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.99 0.82
1M High / 1M Low: 0.99 0.80
6M High / 6M Low: 0.99 0.23
High (YTD): 02/08/2024 0.99
Low (YTD): 22/05/2024 0.23
52W High: 02/08/2024 0.99
52W Low: 22/05/2024 0.23
Avg. price 1W:   0.89
Avg. volume 1W:   0.00
Avg. price 1M:   0.88
Avg. volume 1M:   0.00
Avg. price 6M:   0.58
Avg. volume 6M:   0.00
Avg. price 1Y:   0.53
Avg. volume 1Y:   0.00
Volatility 1M:   98.08%
Volatility 6M:   153.84%
Volatility 1Y:   129.12%
Volatility 3Y:   -