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: |
|
- |