Raiffeisen Bank International AG Kauf-OS 25.09.24 BG 44
/ AT0000A33AN9
Raiffeisen Bank International AG .../ AT0000A33AN9 /
26/07/2024 00:00:00 |
Chg.+0.02 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.32EUR |
+0.87% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
44.00 - |
20/09/2024 |
Call |
Master data
WKN: |
RC08VR |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
44.00 - |
Maturity: |
20/09/2024 |
Issue date: |
30/03/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.28 |
Intrinsic value: |
2.26 |
Implied volatility: |
0.75 |
Historic volatility: |
0.24 |
Parity: |
2.26 |
Time value: |
0.08 |
Break-even: |
67.30 |
Moneyness: |
1.51 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
0.87% |
Delta: |
0.94 |
Theta: |
-0.02 |
Omega: |
2.70 |
Rho: |
0.06 |
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 |
|
|
+1.75% |
1 Month |
|
|
+50.65% |
3 Months |
|
|
+57.82% |
YTD |
|
|
+280.33% |
1 Year |
|
|
+314.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.43 |
2.30 |
1M High / 1M Low: |
2.43 |
1.54 |
6M High / 6M Low: |
2.43 |
0.54 |
High (YTD): |
23/07/2024 |
2.43 |
Low (YTD): |
17/01/2024 |
0.41 |
52W High: |
23/07/2024 |
2.43 |
52W Low: |
27/10/2023 |
0.29 |
Avg. price 1W: |
|
2.36 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.24 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.40 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.95 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
124.84% |
Volatility 6M: |
|
115.83% |
Volatility 1Y: |
|
116.35% |
Volatility 3Y: |
|
- |