RBI Call 38 0B2 20.09.2024
/ AT0000A36DE5
RBI Call 38 0B2 20.09.2024/ AT0000A36DE5 /
| 8/30/2024 9:16:14 AM |
Chg.-0.01 |
Bid1:07:45 PM |
Ask1:07:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.07EUR |
-0.32% |
3.09
Bid Size: 10,000 |
3.11
Ask Size: 10,000 |
BAWAG GROUP AG |
38.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
7/20/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.08 |
| Intrinsic value: |
3.07 |
| Implied volatility: |
1.46 |
| Historic volatility: |
0.24 |
| Parity: |
3.07 |
| Time value: |
0.04 |
| Break-even: |
69.10 |
| Moneyness: |
1.81 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.65% |
| Delta: |
0.97 |
| Theta: |
-0.04 |
| Omega: |
2.14 |
| Rho: |
0.02 |
Quote data
| Open: |
3.07 |
| High: |
3.07 |
| Low: |
3.07 |
| Previous Close: |
3.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.32% |
| 1 Month |
|
|
+7.34% |
| 3 Months |
|
|
+39.55% |
| YTD |
|
|
+186.92% |
| 1 Year |
|
|
+269.88% |
| 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): |
8/29/2024 |
3.08 |
| Low (YTD): |
1/17/2024 |
0.85 |
| 52W High: |
8/29/2024 |
3.08 |
| 52W Low: |
10/27/2023 |
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: |
|
- |
