RBI Call 44 0B2 20.09.2024
/ AT0000A33AN9
RBI Call 44 0B2 20.09.2024/ AT0000A33AN9 /
| 30/08/2024 09:15:33 |
Chg.-0.02 |
Bid20:00:02 |
Ask20:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.47EUR |
-0.80% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
44.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.52 |
| Intrinsic value: |
2.52 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.24 |
| Parity: |
2.52 |
| Time value: |
0.02 |
| Break-even: |
69.30 |
| Moneyness: |
1.57 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.80% |
| Delta: |
0.99 |
| Theta: |
-0.02 |
| Omega: |
2.70 |
| Rho: |
0.02 |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.47 |
| Previous Close: |
2.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.65% |
| 1 Month |
|
|
+6.01% |
| 3 Months |
|
|
+48.80% |
| YTD |
|
|
+318.64% |
| 1 Year |
|
|
+425.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.49 |
2.44 |
| 1M High / 1M Low: |
2.49 |
1.70 |
| 6M High / 6M Low: |
2.49 |
0.87 |
| High (YTD): |
29/08/2024 |
2.49 |
| Low (YTD): |
17/01/2024 |
0.40 |
| 52W High: |
29/08/2024 |
2.49 |
| 52W Low: |
27/10/2023 |
0.28 |
| Avg. price 1W: |
|
2.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.70 |
| Avg. volume 6M: |
|
156.25 |
| Avg. price 1Y: |
|
1.13 |
| Avg. volume 1Y: |
|
78.74 |
| Volatility 1M: |
|
102.22% |
| Volatility 6M: |
|
90.07% |
| Volatility 1Y: |
|
112.46% |
| Volatility 3Y: |
|
- |
