OverviewChartNewsTraderScreen

RBI Call/BAWAG Group 23-24/  AT0000A33AQ2  /

Wien OS
30/08/2024  12:03:52 Chg.-0.020 Bid17:23:59 Ask17:23:59 Underlying Strike price Expiration date Option type
1.680EUR -1.18% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 52.00 - 20/09/2024 Call
 

Master data

WKN: RC08VT
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 52.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.97
Leverage: Yes

Calculated values

Fair value: 1.73
Intrinsic value: 1.72
Implied volatility: 0.69
Historic volatility: 0.24
Parity: 1.72
Time value: 0.03
Break-even: 69.40
Moneyness: 1.33
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.16%
Delta: 0.97
Theta: -0.02
Omega: 3.85
Rho: 0.03
 

Quote data

Open: 1.670
High: 1.680
Low: 1.670
Previous Close: 1.700
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.20%
1 Month  
+6.33%
3 Months  
+76.66%
YTD  
+591.36%
1 Year  
+715.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.700 1.640
1M High / 1M Low: 1.700 1.010
6M High / 6M Low: 1.700 0.311
High (YTD): 29/08/2024 1.700
Low (YTD): 17/01/2024 0.129
52W High: 29/08/2024 1.700
52W Low: 25/10/2023 0.110
Avg. price 1W:   1.672
Avg. volume 1W:   0.000
Avg. price 1M:   1.469
Avg. volume 1M:   0.000
Avg. price 6M:   0.992
Avg. volume 6M:   15.748
Avg. price 1Y:   0.614
Avg. volume 1Y:   15.936
Volatility 1M:   124.21%
Volatility 6M:   126.31%
Volatility 1Y:   155.95%
Volatility 3Y:   -