RBI Call 44 0B2 20.09.2024
/ AT0000A33AN9
RBI Call 44 0B2 20.09.2024/ AT0000A33AN9 /
| 2024-06-26 3:33:10 PM |
Chg.-0.06 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
-3.90% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
44.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
RC08VR |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
1.48 |
| Time value: |
0.07 |
| Break-even: |
59.40 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.32% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
3.61 |
| Rho: |
0.09 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.07% |
| 1 Month |
|
|
-12.94% |
| 3 Months |
|
|
-0.67% |
| YTD |
|
|
+150.85% |
| 1 Year |
|
|
+146.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.54 |
| 1M High / 1M Low: |
1.83 |
1.42 |
| 6M High / 6M Low: |
1.83 |
0.40 |
| High (YTD): |
2024-05-27 |
1.83 |
| Low (YTD): |
2024-01-17 |
0.40 |
| 52W High: |
2024-05-27 |
1.83 |
| 52W Low: |
2023-10-27 |
0.28 |
| Avg. price 1W: |
|
1.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
158.73 |
| Avg. price 1Y: |
|
0.82 |
| Avg. volume 1Y: |
|
78.43 |
| Volatility 1M: |
|
92.68% |
| Volatility 6M: |
|
113.45% |
| Volatility 1Y: |
|
114.65% |
| Volatility 3Y: |
|
- |
