RBI Call 44 0B2 20.09.2024
/ AT0000A33AN9
RBI Call 44 0B2 20.09.2024/ AT0000A33AN9 /
| 2024-07-26 9:15:42 AM |
Chg.+0.06 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.31EUR |
+2.67% |
-
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: |
2.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
2.26 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.24 |
| Parity: |
2.26 |
| Time value: |
0.08 |
| Break-even: |
67.30 |
| Moneyness: |
1.51 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.87% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
2.70 |
| Rho: |
0.06 |
Quote data
| Open: |
2.31 |
| High: |
2.31 |
| Low: |
2.31 |
| Previous Close: |
2.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.76% |
| 1 Month |
|
|
+52.98% |
| 3 Months |
|
|
+59.31% |
| YTD |
|
|
+291.53% |
| 1 Year |
|
|
+320.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
2.25 |
| 1M High / 1M Low: |
2.37 |
1.51 |
| 6M High / 6M Low: |
2.37 |
0.54 |
| High (YTD): |
2024-07-23 |
2.37 |
| Low (YTD): |
2024-01-17 |
0.40 |
| 52W High: |
2024-07-23 |
2.37 |
| 52W Low: |
2023-10-27 |
0.28 |
| Avg. price 1W: |
|
2.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.41 |
| Avg. volume 6M: |
|
157.48 |
| Avg. price 1Y: |
|
0.95 |
| Avg. volume 1Y: |
|
78.43 |
| Volatility 1M: |
|
60.26% |
| Volatility 6M: |
|
103.56% |
| Volatility 1Y: |
|
111.80% |
| Volatility 3Y: |
|
- |
