RBI Call 38 0B2 20.09.2024
/ AT0000A36DE5
RBI Call 38 0B2 20.09.2024/ AT0000A36DE5 /
| 29/08/2024 09:16:00 |
Chg.- |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.08EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
38.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
RC1AXE |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
20/07/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.09 |
| Intrinsic value: |
3.09 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.24 |
| Parity: |
3.09 |
| Time value: |
0.02 |
| Break-even: |
69.00 |
| Moneyness: |
1.81 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.65% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
2.20 |
| Rho: |
0.02 |
Quote data
| Open: |
3.08 |
| High: |
3.08 |
| Low: |
3.08 |
| Previous Close: |
3.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.65% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
+187.85% |
| 1 Year |
|
|
+271.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.08 |
3.03 |
| 1M High / 1M Low: |
3.08 |
2.26 |
| 6M High / 6M Low: |
3.08 |
1.39 |
| High (YTD): |
29/08/2024 |
3.08 |
| Low (YTD): |
17/01/2024 |
0.85 |
| 52W High: |
29/08/2024 |
3.08 |
| 52W Low: |
27/10/2023 |
0.60 |
| Avg. price 1W: |
|
3.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.63 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
84.71% |
| Volatility 6M: |
|
68.03% |
| Volatility 1Y: |
|
80.80% |
| Volatility 3Y: |
|
- |
