RBI Call 48 0B2 20.09.2024
/ AT0000A33AP4
RBI Call 48 0B2 20.09.2024/ AT0000A33AP4 /
| 2024-07-26 9:15:42 AM |
Chg.+0.06 |
Bid5:30:01 PM |
Ask5:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
+3.23% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
48.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
RC08VS |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.24 |
| Parity: |
1.83 |
| Time value: |
0.09 |
| Break-even: |
67.20 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.05% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
3.19 |
| Rho: |
0.06 |
Quote data
| Open: |
1.92 |
| High: |
1.92 |
| Low: |
1.92 |
| Previous Close: |
1.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.59% |
| 1 Month |
|
|
+71.43% |
| 3 Months |
|
|
+71.43% |
| YTD |
|
|
+405.26% |
| 1 Year |
|
|
+346.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.86 |
| 1M High / 1M Low: |
1.98 |
1.12 |
| 6M High / 6M Low: |
1.98 |
0.33 |
| High (YTD): |
2024-07-23 |
1.98 |
| Low (YTD): |
2024-01-17 |
0.24 |
| 52W High: |
2024-07-23 |
1.98 |
| 52W Low: |
2023-10-27 |
0.19 |
| Avg. price 1W: |
|
1.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.69 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
72.43% |
| Volatility 6M: |
|
127.95% |
| Volatility 1Y: |
|
133.67% |
| Volatility 3Y: |
|
- |
