RBI Call/BAWAG Group 23-24
/ AT0000A33AP4
RBI Call/BAWAG Group 23-24/ AT0000A33AP4 /
7/4/2024 4:02:00 PM |
Chg.+0.180 |
Bid4:52:27 PM |
Ask4:52:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.700EUR |
+11.84% |
- Bid Size: - |
- Ask Size: - |
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: |
4.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.47 |
Intrinsic value: |
1.43 |
Implied volatility: |
0.47 |
Historic volatility: |
0.24 |
Parity: |
1.43 |
Time value: |
0.10 |
Break-even: |
63.30 |
Moneyness: |
1.30 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
1.32% |
Delta: |
0.91 |
Theta: |
-0.02 |
Omega: |
3.70 |
Rho: |
0.09 |
Quote data
Open: |
1.520 |
High: |
1.700 |
Low: |
1.520 |
Previous Close: |
1.520 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+42.86% |
1 Month |
|
|
+40.50% |
3 Months |
|
|
+65.05% |
YTD |
|
|
+341.56% |
1 Year |
|
|
+381.59% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.700 |
1.190 |
1M High / 1M Low: |
1.700 |
1.030 |
6M High / 6M Low: |
1.700 |
0.231 |
High (YTD): |
7/4/2024 |
1.700 |
Low (YTD): |
1/17/2024 |
0.231 |
52W High: |
7/4/2024 |
1.700 |
52W Low: |
10/25/2023 |
0.181 |
Avg. price 1W: |
|
1.408 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.247 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.881 |
Avg. volume 6M: |
|
209.677 |
Avg. price 1Y: |
|
0.608 |
Avg. volume 1Y: |
|
390.438 |
Volatility 1M: |
|
121.67% |
Volatility 6M: |
|
138.77% |
Volatility 1Y: |
|
136.43% |
Volatility 3Y: |
|
- |