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RBI Call 60 0B2 20.09.2024/  AT0000A33AS8  /

EUWAX
7/5/2024  12:30:42 PM Chg.+0.138 Bid3:19:49 PM Ask3:19:49 PM Underlying Strike price Expiration date Option type
0.659EUR +26.49% 0.632
Bid Size: 10,000		 0.652
Ask Size: 10,000		 BAWAG GROUP AG 60.00 - 9/20/2024 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: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.20
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.43
Implied volatility: 0.30
Historic volatility: 0.24
Parity: 0.43
Time value: 0.21
Break-even: 66.30
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 2.94%
Delta: 0.73
Theta: -0.02
Omega: 7.45
Rho: 0.09
 

Quote data

Open: 0.632
High: 0.659
Low: 0.632
Previous Close: 0.521
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+109.21%
1 Month  
+100.30%
3 Months  
+210.85%
YTD  
+593.68%
1 Year  
+488.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.521 0.315
1M High / 1M Low: 0.521 0.247
6M High / 6M Low: 0.521 0.034
High (YTD): 7/4/2024 0.521
Low (YTD): 1/17/2024 0.034
52W High: 7/4/2024 0.521
52W Low: 1/17/2024 0.034
Avg. price 1W:   0.423
Avg. volume 1W:   0.000
Avg. price 1M:   0.348
Avg. volume 1M:   0.000
Avg. price 6M:   0.228
Avg. volume 6M:   0.000
Avg. price 1Y:   0.161
Avg. volume 1Y:   0.000
Volatility 1M:   225.43%
Volatility 6M:   228.45%
Volatility 1Y:   208.90%
Volatility 3Y:   -