RBI Call 40 0B2 20.09.2024
/ AT0000A33AM1
RBI Call 40 0B2 20.09.2024/ AT0000A33AM1 /
| 26/07/2024 09:15:42 |
Chg.+0.07 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.71EUR |
+2.65% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
40.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
RC08VQ |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.68 |
| Intrinsic value: |
2.66 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.24 |
| Parity: |
2.66 |
| Time value: |
0.07 |
| Break-even: |
67.20 |
| Moneyness: |
1.66 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.74% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
2.34 |
| Rho: |
0.06 |
Quote data
| Open: |
2.71 |
| High: |
2.71 |
| Low: |
2.71 |
| Previous Close: |
2.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.88% |
| 1 Month |
|
|
+42.63% |
| 3 Months |
|
|
+47.28% |
| YTD |
|
|
+197.80% |
| 1 Year |
|
|
+251.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.76 |
2.64 |
| 1M High / 1M Low: |
2.76 |
1.90 |
| 6M High / 6M Low: |
2.76 |
0.87 |
| High (YTD): |
23/07/2024 |
2.76 |
| Low (YTD): |
17/01/2024 |
0.69 |
| 52W High: |
23/07/2024 |
2.76 |
| 52W Low: |
27/10/2023 |
0.48 |
| Avg. price 1W: |
|
2.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.27 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
49.87% |
| Volatility 6M: |
|
79.78% |
| Volatility 1Y: |
|
89.38% |
| Volatility 3Y: |
|
- |
