RBI Call 52 0B2 20.09.2024
/ AT0000A33AQ2
RBI Call 52 0B2 20.09.2024/ AT0000A33AQ2 /
| 7/26/2024 9:15:42 AM |
Chg.+0.07 |
Bid12:40:07 PM |
Ask12:40:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
+4.73% |
1.51
Bid Size: 10,000 |
1.53
Ask Size: 10,000 |
BAWAG GROUP AG |
52.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
RC08VT |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
3/30/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.24 |
| Parity: |
1.43 |
| Time value: |
0.11 |
| Break-even: |
67.40 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.32% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
3.85 |
| Rho: |
0.07 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.65% |
| 1 Month |
|
|
+98.72% |
| 3 Months |
|
|
+89.02% |
| YTD |
|
|
+545.83% |
| 1 Year |
|
|
+434.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.61 |
1.48 |
| 1M High / 1M Low: |
1.61 |
0.78 |
| 6M High / 6M Low: |
1.61 |
0.19 |
| High (YTD): |
7/23/2024 |
1.61 |
| Low (YTD): |
1/17/2024 |
0.13 |
| 52W High: |
7/23/2024 |
1.61 |
| 52W Low: |
10/27/2023 |
0.11 |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.48 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
92.56% |
| Volatility 6M: |
|
152.40% |
| Volatility 1Y: |
|
155.37% |
| Volatility 3Y: |
|
- |
