RBI Call/BAWAG Group 23-24
/ AT0000A33AQ2
RBI Call/BAWAG Group 23-24/ AT0000A33AQ2 /
26/07/2024 12:04:19 |
Chg.+0.070 |
Bid14:37:30 |
Ask14:37:30 |
Underlying |
Strike price |
Expiration date |
Option type |
1.490EUR |
+4.93% |
1.490 Bid Size: 10,000 |
1.510 Ask Size: 10,000 |
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: |
4.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.46 |
Intrinsic value: |
1.43 |
Implied volatility: |
0.56 |
Historic volatility: |
0.24 |
Parity: |
1.43 |
Time value: |
0.11 |
Break-even: |
67.40 |
Moneyness: |
1.28 |
Premium: |
0.02 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
1.32% |
Delta: |
0.89 |
Theta: |
-0.03 |
Omega: |
3.85 |
Rho: |
0.07 |
Quote data
Open: |
1.550 |
High: |
1.550 |
Low: |
1.490 |
Previous Close: |
1.420 |
Turnover: |
- |
Market phase: |
X RC P |
All quotes in EUR
Performance
1 Week |
|
|
-1.32% |
1 Month |
|
|
+81.05% |
3 Months |
|
|
+75.09% |
YTD |
|
|
+513.17% |
1 Year |
|
|
+420.98% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.650 |
1.420 |
1M High / 1M Low: |
1.650 |
0.791 |
6M High / 6M Low: |
1.650 |
0.218 |
High (YTD): |
23/07/2024 |
1.650 |
Low (YTD): |
17/01/2024 |
0.129 |
52W High: |
23/07/2024 |
1.650 |
52W Low: |
25/10/2023 |
0.110 |
Avg. price 1W: |
|
1.550 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.311 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.761 |
Avg. volume 6M: |
|
16.129 |
Avg. price 1Y: |
|
0.484 |
Avg. volume 1Y: |
|
15.936 |
Volatility 1M: |
|
122.17% |
Volatility 6M: |
|
148.52% |
Volatility 1Y: |
|
156.76% |
Volatility 3Y: |
|
- |