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RBI Call 65 0B2 20.09.2024/  AT0000A33AT6  /

EUWAX
7/26/2024  9:15:41 AM Chg.+0.038 Bid2:18:27 PM Ask2:18:27 PM Underlying Strike price Expiration date Option type
0.464EUR +8.92% 0.428
Bid Size: 10,000		 0.448
Ask Size: 10,000		 BAWAG GROUP AG 65.00 - 9/20/2024 Call
 

Master data

WKN: RC08VW
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.11
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.13
Implied volatility: 0.37
Historic volatility: 0.24
Parity: 0.13
Time value: 0.34
Break-even: 69.70
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.39
Spread abs.: 0.02
Spread %: 4.44%
Delta: 0.60
Theta: -0.04
Omega: 8.43
Rho: 0.05
 

Quote data

Open: 0.464
High: 0.464
Low: 0.464
Previous Close: 0.426
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.43%
1 Month  
+325.69%
3 Months  
+169.77%
YTD  
+759.26%
1 Year  
+439.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.515 0.426
1M High / 1M Low: 0.515 0.109
6M High / 6M Low: 0.515 0.020
High (YTD): 7/23/2024 0.515
Low (YTD): 1/17/2024 0.011
52W High: 7/23/2024 0.515
52W Low: 1/17/2024 0.011
Avg. price 1W:   0.475
Avg. volume 1W:   0.000
Avg. price 1M:   0.327
Avg. volume 1M:   0.000
Avg. price 6M:   0.148
Avg. volume 6M:   0.000
Avg. price 1Y:   0.097
Avg. volume 1Y:   0.000
Volatility 1M:   204.10%
Volatility 6M:   275.06%
Volatility 1Y:   267.09%
Volatility 3Y:   -