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RBI Call 60 0B2 20.09.2024/  AT0000A33AS8  /

EUWAX
6/28/2024  9:16:00 AM Chg.+0.030 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.315EUR +10.53% -
Bid Size: -		 -
Ask Size: -		 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: 16.98
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.25
Parity: -0.09
Time value: 0.35
Break-even: 63.48
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.37
Spread abs.: 0.02
Spread %: 6.10%
Delta: 0.51
Theta: -0.02
Omega: 8.72
Rho: 0.06
 

Quote data

Open: 0.315
High: 0.315
Low: 0.315
Previous Close: 0.285
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.27%
1 Month
  -14.17%
3 Months  
+43.84%
YTD  
+231.58%
1 Year  
+78.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.316 0.275
1M High / 1M Low: 0.446 0.247
6M High / 6M Low: 0.510 0.034
High (YTD): 5/27/2024 0.510
Low (YTD): 1/17/2024 0.034
52W High: 5/27/2024 0.510
52W Low: 1/17/2024 0.034
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.341
Avg. volume 1M:   0.000
Avg. price 6M:   0.218
Avg. volume 6M:   0.000
Avg. price 1Y:   0.156
Avg. volume 1Y:   0.000
Volatility 1M:   219.01%
Volatility 6M:   228.48%
Volatility 1Y:   210.05%
Volatility 3Y:   -