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RBI Call/BAWAG Group 23-24/  AT0000A33AP4  /

Wien OS
30/08/2024  12:03:52 Chg.-0.020 Bid17:18:50 Ask17:18:50 Underlying Strike price Expiration date Option type
2.080EUR -0.95% 2.110
Bid Size: 10,000		 2.130
Ask Size: 10,000		 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: 3.24
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 2.07
Implied volatility: 1.00
Historic volatility: 0.24
Parity: 2.07
Time value: 0.05
Break-even: 69.20
Moneyness: 1.43
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 0.95%
Delta: 0.95
Theta: -0.05
Omega: 3.07
Rho: 0.03
 

Quote data

Open: 2.070
High: 2.080
Low: 2.070
Previous Close: 2.100
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+0.97%
1 Month  
+6.12%
3 Months  
+60.00%
YTD  
+440.26%
1 Year  
+622.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.100 2.040
1M High / 1M Low: 2.100 1.370
6M High / 6M Low: 2.100 0.516
High (YTD): 29/08/2024 2.100
Low (YTD): 17/01/2024 0.231
52W High: 29/08/2024 2.100
52W Low: 25/10/2023 0.181
Avg. price 1W:   2.066
Avg. volume 1W:   0.000
Avg. price 1M:   1.849
Avg. volume 1M:   0.000
Avg. price 6M:   1.328
Avg. volume 6M:   111.111
Avg. price 1Y:   0.845
Avg. volume 1Y:   310.757
Volatility 1M:   101.27%
Volatility 6M:   107.93%
Volatility 1Y:   135.63%
Volatility 3Y:   -