RBI Call/BAWAG Group 23-24
/ AT0000A33AN9
RBI Call/BAWAG Group 23-24/ AT0000A33AN9 /
| 6/26/2024 12:04:53 PM |
Chg.-0.020 |
Bid5:27:30 PM |
Ask5:27:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.530EUR |
-1.29% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
44.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
3/30/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
1.48 |
| Time value: |
0.07 |
| Break-even: |
59.40 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.32% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
3.61 |
| Rho: |
0.09 |
Quote data
| Open: |
1.540 |
| High: |
1.540 |
| Low: |
1.530 |
| Previous Close: |
1.550 |
| Turnover: |
- |
| Market phase: |
PT |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.92% |
| 1 Month |
|
|
-15.93% |
| 3 Months |
|
|
+7.75% |
| YTD |
|
|
+159.76% |
| 1 Year |
|
|
+145.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.650 |
1.530 |
| 1M High / 1M Low: |
1.830 |
1.390 |
| 6M High / 6M Low: |
1.830 |
0.394 |
| High (YTD): |
5/29/2024 |
1.830 |
| Low (YTD): |
1/17/2024 |
0.394 |
| 52W High: |
5/29/2024 |
1.830 |
| 52W Low: |
10/25/2023 |
0.279 |
| Avg. price 1W: |
|
1.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.624 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.144 |
| Avg. volume 6M: |
|
12.097 |
| Avg. price 1Y: |
|
0.823 |
| Avg. volume 1Y: |
|
11.952 |
| Volatility 1M: |
|
87.02% |
| Volatility 6M: |
|
118.03% |
| Volatility 1Y: |
|
122.75% |
| Volatility 3Y: |
|
- |
