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Raiffeisen Bank International AG .../  AT0000A33L25  /

Raiffeisen EE
2024-07-22  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
1.26EUR -0.79% -
Bid Size: -		 -
Ask Size: -		 SEMPERIT AG HLDG 21.6741 EUR 2024-09-20 Put
 

Master data

WKN: RC0842
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: SEMPERIT AG HLDG
Type: Warrant
Option type: Put
Strike price: 21.67 EUR
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 8.67:1
Exercise type: American
Quanto: -
Gearing: -0.96
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 1.28
Implied volatility: 1.11
Historic volatility: 0.32
Parity: 1.28
Time value: 0.00
Break-even: 10.58
Moneyness: 2.04
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.79%
Delta: -0.91
Theta: 0.00
Omega: -0.87
Rho: -0.03
 

Quote data

Open: 1.26
High: 1.26
Low: 1.26
Previous Close: 1.27
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.61%
1 Month  
+5.88%
3 Months  
+5.00%
YTD  
+40.00%
1 Year  
+82.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.26 1.24
1M High / 1M Low: 1.26 1.20
6M High / 6M Low: 1.26 0.79
High (YTD): 2024-07-19 1.26
Low (YTD): 2024-01-08 0.76
52W High: 2024-07-19 1.26
52W Low: 2023-09-11 0.53
Avg. price 1W:   1.25
Avg. volume 1W:   0.00
Avg. price 1M:   1.24
Avg. volume 1M:   0.00
Avg. price 6M:   1.11
Avg. volume 6M:   0.00
Avg. price 1Y:   0.95
Avg. volume 1Y:   0.00
Volatility 1M:   21.86%
Volatility 6M:   37.45%
Volatility 1Y:   43.91%
Volatility 3Y:   -