Raiffeisen Bank International AG Kauf-OS 25.09.24 BG 40
/ AT0000A33AM1
Raiffeisen Bank International AG .../ AT0000A33AM1 /
| 26/06/2024 00:00:00 |
Chg.-0.01 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.91EUR |
-0.52% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
40.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
RC08VQ |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.25 |
| Parity: |
1.88 |
| Time value: |
0.06 |
| Break-even: |
59.30 |
| Moneyness: |
1.47 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.05% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.94 |
| Rho: |
0.09 |
Quote data
| Open: |
1.91 |
| High: |
1.91 |
| Low: |
1.91 |
| Previous Close: |
1.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.91% |
| 1 Month |
|
|
-13.18% |
| 3 Months |
|
|
+3.24% |
| YTD |
|
|
+103.19% |
| 1 Year |
|
|
+124.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.91 |
| 1M High / 1M Low: |
2.23 |
1.76 |
| 6M High / 6M Low: |
2.23 |
0.70 |
| High (YTD): |
28/05/2024 |
2.23 |
| Low (YTD): |
17/01/2024 |
0.70 |
| 52W High: |
28/05/2024 |
2.23 |
| 52W Low: |
27/10/2023 |
0.49 |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.15 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
82.97% |
| Volatility 6M: |
|
90.44% |
| Volatility 1Y: |
|
92.51% |
| Volatility 3Y: |
|
- |
