RBI Call/BAWAG Group 23-24
/ AT0000A33AN9
RBI Call/BAWAG Group 23-24/ AT0000A33AN9 /
| 26/07/2024 12:04:19 |
Chg.+0.080 |
Bid17:20:44 |
Ask17:20:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.260EUR |
+3.67% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
44.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.24 |
| Parity: |
2.23 |
| Time value: |
0.08 |
| Break-even: |
67.10 |
| Moneyness: |
1.51 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.87% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
2.70 |
| Rho: |
0.06 |
Quote data
| Open: |
2.310 |
| High: |
2.310 |
| Low: |
2.260 |
| Previous Close: |
2.180 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+47.71% |
| 3 Months |
|
|
+50.67% |
| YTD |
|
|
+283.70% |
| 1 Year |
|
|
+277.30% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.420 |
2.180 |
| 1M High / 1M Low: |
2.420 |
1.500 |
| 6M High / 6M Low: |
2.420 |
0.598 |
| High (YTD): |
23/07/2024 |
2.420 |
| Low (YTD): |
17/01/2024 |
0.394 |
| 52W High: |
23/07/2024 |
2.420 |
| 52W Low: |
25/10/2023 |
0.279 |
| Avg. price 1W: |
|
2.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.408 |
| Avg. volume 6M: |
|
12.097 |
| Avg. price 1Y: |
|
0.950 |
| Avg. volume 1Y: |
|
11.952 |
| Volatility 1M: |
|
80.89% |
| Volatility 6M: |
|
112.00% |
| Volatility 1Y: |
|
120.71% |
| Volatility 3Y: |
|
- |
