RBI Call 36 0B2 20.09.2024
/ AT0000A36DD7
RBI Call 36 0B2 20.09.2024/ AT0000A36DD7 /
| 2024-07-26 9:16:12 AM |
Chg.+0.09 |
Bid5:30:00 PM |
Ask5:30:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.13EUR |
+2.96% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
36.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
3.03 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.24 |
| Parity: |
3.03 |
| Time value: |
0.06 |
| Break-even: |
66.90 |
| Moneyness: |
1.84 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.65% |
| Delta: |
0.97 |
| Theta: |
-0.02 |
| Omega: |
2.07 |
| Rho: |
0.05 |
Quote data
| Open: |
3.13 |
| High: |
3.13 |
| Low: |
3.13 |
| Previous Close: |
3.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.62% |
| 1 Month |
|
|
+38.50% |
| 3 Months |
|
|
+42.92% |
| YTD |
|
|
+150.40% |
| 1 Year |
|
|
+179.46% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.14 |
3.04 |
| 1M High / 1M Low: |
3.14 |
2.26 |
| 6M High / 6M Low: |
3.14 |
1.23 |
| High (YTD): |
2024-07-24 |
3.14 |
| Low (YTD): |
2024-01-17 |
1.03 |
| 52W High: |
2024-07-24 |
3.14 |
| 52W Low: |
2023-10-27 |
0.73 |
| Avg. price 1W: |
|
3.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.61 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
44.07% |
| Volatility 6M: |
|
65.72% |
| Volatility 1Y: |
|
71.83% |
| Volatility 3Y: |
|
- |
