Raiffeisen Bank International AG Kauf-OS 25.09.24 BG 36
/ AT0000A36DD7
Raiffeisen Bank International AG .../ AT0000A36DD7 /
| 6/27/2024 12:00:00 AM |
Chg.+0.02 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.32EUR |
+0.87% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
36.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
RC1AXD |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
7/20/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.34 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.25 |
| Parity: |
2.31 |
| Time value: |
0.07 |
| Break-even: |
59.80 |
| Moneyness: |
1.64 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.85% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.37 |
| Rho: |
0.07 |
Quote data
| Open: |
2.32 |
| High: |
2.32 |
| Low: |
2.32 |
| Previous Close: |
2.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.31% |
| 3 Months |
|
|
+1.75% |
| YTD |
|
|
+81.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.39 |
2.30 |
| 1M High / 1M Low: |
2.52 |
2.15 |
| 6M High / 6M Low: |
2.62 |
1.03 |
| High (YTD): |
5/28/2024 |
2.62 |
| Low (YTD): |
1/17/2024 |
1.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.94% |
| Volatility 6M: |
|
73.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
