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RBI Call/BAWAG Group 23-24/  AT0000A33AP4  /

Wien OS
04/07/2024  16:02:00 Chg.+0.180 Bid16:52:27 Ask16:52:27 Underlying Strike price Expiration date Option type
1.700EUR +11.84% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 48.00 - 20/09/2024 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: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
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): 04/07/2024 1.700
Low (YTD): 17/01/2024 0.231
52W High: 04/07/2024 1.700
52W Low: 25/10/2023 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:   -