RBI Call/BAWAG Group 23-24
/ AT0000A33AP4
RBI Call/BAWAG Group 23-24/ AT0000A33AP4 /
8/30/2024 9:15:03 AM |
Chg.-0.030 |
Bid11:44:06 AM |
Ask11:44:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.070EUR |
-1.43% |
2.090 Bid Size: 10,000 |
2.110 Ask Size: 10,000 |
BAWAG GROUP AG |
48.00 - |
9/20/2024 |
Call |
Master data
WKN: |
RC08VS |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 - |
Maturity: |
9/20/2024 |
Issue date: |
3/30/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.08 |
Intrinsic value: |
2.07 |
Implied volatility: |
1.00 |
Historic volatility: |
0.24 |
Parity: |
2.07 |
Time value: |
0.05 |
Break-even: |
69.20 |
Moneyness: |
1.43 |
Premium: |
0.01 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
0.95% |
Delta: |
0.95 |
Theta: |
-0.05 |
Omega: |
3.07 |
Rho: |
0.03 |
Quote data
Open: |
2.070 |
High: |
2.070 |
Low: |
2.070 |
Previous Close: |
2.100 |
Turnover: |
- |
Market phase: |
X RC P |
All quotes in EUR
Performance
1 Week |
|
|
+0.49% |
1 Month |
|
|
+5.61% |
3 Months |
|
|
+59.23% |
YTD |
|
|
+437.66% |
1 Year |
|
|
+618.75% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.100 |
2.040 |
1M High / 1M Low: |
2.100 |
1.370 |
6M High / 6M Low: |
2.100 |
0.516 |
High (YTD): |
8/29/2024 |
2.100 |
Low (YTD): |
1/17/2024 |
0.231 |
52W High: |
8/29/2024 |
2.100 |
52W Low: |
10/25/2023 |
0.181 |
Avg. price 1W: |
|
2.066 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.849 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.328 |
Avg. volume 6M: |
|
111.111 |
Avg. price 1Y: |
|
0.845 |
Avg. volume 1Y: |
|
310.757 |
Volatility 1M: |
|
101.27% |
Volatility 6M: |
|
107.93% |
Volatility 1Y: |
|
135.63% |
Volatility 3Y: |
|
- |