RBI Call 44 0B2 20.09.2024
/ AT0000A33AN9
RBI Call 44 0B2 20.09.2024/ AT0000A33AN9 /
8/30/2024 9:15:33 AM |
Chg.-0.02 |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.47EUR |
-0.80% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
44.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
3/30/2023 |
Last trading day: |
9/19/2024 |
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): |
8/29/2024 |
2.49 |
Low (YTD): |
1/17/2024 |
0.40 |
52W High: |
8/29/2024 |
2.49 |
52W Low: |
10/27/2023 |
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: |
|
- |