RBI Call 52 0B2 20.09.2024
/ AT0000A33AQ2
RBI Call 52 0B2 20.09.2024/ AT0000A33AQ2 /
| 09/08/2024 09:15:33 |
Chg.+0.13 |
Bid16:01:45 |
Ask16:01:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
+10.66% |
1.33
Bid Size: 10,000 |
1.35
Ask Size: 10,000 |
BAWAG GROUP AG |
52.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.24 |
| Parity: |
1.24 |
| Time value: |
0.07 |
| Break-even: |
65.10 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.55% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
4.48 |
| Rho: |
0.05 |
Quote data
| Open: |
1.35 |
| High: |
1.35 |
| Low: |
1.35 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.74% |
| 1 Month |
|
|
+2.27% |
| 3 Months |
|
|
+55.17% |
| YTD |
|
|
+462.50% |
| 1 Year |
|
|
+486.96% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
0.96 |
| 1M High / 1M Low: |
1.65 |
0.96 |
| 6M High / 6M Low: |
1.65 |
0.24 |
| High (YTD): |
31/07/2024 |
1.65 |
| Low (YTD): |
17/01/2024 |
0.13 |
| 52W High: |
31/07/2024 |
1.65 |
| 52W Low: |
27/10/2023 |
0.11 |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.52 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
152.71% |
| Volatility 6M: |
|
140.06% |
| Volatility 1Y: |
|
157.86% |
| Volatility 3Y: |
|
- |
