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RBI Call/BAWAG Group 23-24/  AT0000A33AN9  /

Wien OS
2024-07-25  12:05:29 PM Chg.-0.180 Bid5:27:09 PM Ask5:27:09 PM Underlying Strike price Expiration date Option type
2.180EUR -7.63% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 44.00 - 2024-09-20 Call
 

Master data

WKN: RC08VR
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.82
Leverage: Yes

Calculated values

Fair value: 2.37
Intrinsic value: 2.35
Implied volatility: 0.62
Historic volatility: 0.24
Parity: 2.35
Time value: 0.05
Break-even: 67.90
Moneyness: 1.53
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.84%
Delta: 0.97
Theta: -0.01
Omega: 2.74
Rho: 0.06
 

Quote data

Open: 2.250
High: 2.250
Low: 2.180
Previous Close: 2.360
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.79%
1 Month  
+40.65%
3 Months  
+48.30%
YTD  
+270.12%
1 Year  
+248.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.420 2.260
1M High / 1M Low: 2.420 1.500
6M High / 6M Low: 2.420 0.598
High (YTD): 2024-07-23 2.420
Low (YTD): 2024-01-17 0.394
52W High: 2024-07-23 2.420
52W Low: 2023-10-25 0.279
Avg. price 1W:   2.354
Avg. volume 1W:   0.000
Avg. price 1M:   2.036
Avg. volume 1M:   0.000
Avg. price 6M:   1.395
Avg. volume 6M:   12.097
Avg. price 1Y:   0.944
Avg. volume 1Y:   11.952
Volatility 1M:   74.32%
Volatility 6M:   111.32%
Volatility 1Y:   120.53%
Volatility 3Y:   -