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RBI Call/BAWAG Group 23-24/  AT0000A33AP4  /

Wien OS
26/07/2024  12:04:19 Chg.+0.070 Bid17:20:44 Ask17:20:44 Underlying Strike price Expiration date Option type
1.870EUR +3.89% -
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: 3.45
Leverage: Yes

Calculated values

Fair value: 1.86
Intrinsic value: 1.83
Implied volatility: 0.64
Historic volatility: 0.24
Parity: 1.83
Time value: 0.09
Break-even: 67.20
Moneyness: 1.38
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.05%
Delta: 0.92
Theta: -0.03
Omega: 3.19
Rho: 0.06
 

Quote data

Open: 1.920
High: 1.920
Low: 1.870
Previous Close: 1.800
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.53%
1 Month  
+59.83%
3 Months  
+61.21%
YTD  
+385.71%
1 Year  
+347.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.030 1.800
1M High / 1M Low: 2.030 1.130
6M High / 6M Low: 2.030 0.370
High (YTD): 23/07/2024 2.030
Low (YTD): 17/01/2024 0.231
52W High: 23/07/2024 2.030
52W Low: 25/10/2023 0.181
Avg. price 1W:   1.926
Avg. volume 1W:   0.000
Avg. price 1M:   1.681
Avg. volume 1M:   0.000
Avg. price 6M:   1.065
Avg. volume 6M:   112.903
Avg. price 1Y:   0.695
Avg. volume 1Y:   390.438
Volatility 1M:   99.17%
Volatility 6M:   129.36%
Volatility 1Y:   136.30%
Volatility 3Y:   -