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RBI Call 60 0B2 20.09.2024/  AT0000A33AS8  /

EUWAX
12/07/2024  09:16:05 Chg.+0.095 Bid17:21:03 Ask17:21:03 Underlying Strike price Expiration date Option type
0.771EUR +14.05% 0.806
Bid Size: 10,000		 0.826
Ask Size: 10,000		 BAWAG GROUP AG 60.00 - 20/09/2024 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: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.29
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.61
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 0.61
Time value: 0.19
Break-even: 67.97
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 2.57%
Delta: 0.77
Theta: -0.03
Omega: 6.41
Rho: 0.08
 

Quote data

Open: 0.771
High: 0.771
Low: 0.771
Previous Close: 0.676
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.36%
1 Month  
+147.12%
3 Months  
+205.95%
YTD  
+711.58%
1 Year  
+484.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.676 0.606
1M High / 1M Low: 0.676 0.247
6M High / 6M Low: 0.676 0.034
High (YTD): 11/07/2024 0.676
Low (YTD): 17/01/2024 0.034
52W High: 11/07/2024 0.676
52W Low: 17/01/2024 0.034
Avg. price 1W:   0.632
Avg. volume 1W:   0.000
Avg. price 1M:   0.409
Avg. volume 1M:   0.000
Avg. price 6M:   0.250
Avg. volume 6M:   0.000
Avg. price 1Y:   0.171
Avg. volume 1Y:   0.000
Volatility 1M:   211.76%
Volatility 6M:   223.27%
Volatility 1Y:   208.90%
Volatility 3Y:   -