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RBI Call 60 0B2 20.09.2024/  AT0000A33AS8  /

EUWAX
2024-07-26  9:15:42 AM Chg.+0.051 Bid8:00:01 PM Ask8:00:01 PM Underlying Strike price Expiration date Option type
0.824EUR +6.60% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 60.00 - 2024-09-20 Call
 

Master data

WKN: RC08VV
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.56
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.63
Implied volatility: 0.64
Historic volatility: 0.24
Parity: 0.63
Time value: 0.38
Break-even: 70.10
Moneyness: 1.11
Premium: 0.06
Premium p.a.: 0.44
Spread abs.: 0.21
Spread %: 25.62%
Delta: 0.71
Theta: -0.05
Omega: 4.65
Rho: 0.06
 

Quote data

Open: 0.824
High: 0.824
Low: 0.824
Previous Close: 0.773
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.98%
1 Month  
+199.64%
3 Months  
+136.78%
YTD  
+767.37%
1 Year  
+488.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.882 0.773
1M High / 1M Low: 0.882 0.275
6M High / 6M Low: 0.882 0.054
High (YTD): 2024-07-23 0.882
Low (YTD): 2024-01-17 0.034
52W High: 2024-07-23 0.882
52W Low: 2024-01-17 0.034
Avg. price 1W:   0.831
Avg. volume 1W:   0.000
Avg. price 1M:   0.624
Avg. volume 1M:   0.000
Avg. price 6M:   0.309
Avg. volume 6M:   0.000
Avg. price 1Y:   0.197
Avg. volume 1Y:   0.000
Volatility 1M:   149.53%
Volatility 6M:   214.99%
Volatility 1Y:   209.26%
Volatility 3Y:   -