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RBI Call/BAWAG Group 23-24/  AT0000A33AR0  /

Wien OS
2024-07-26  12:04:19 PM Chg.+0.060 Bid2:57:32 PM Ask2:57:32 PM Underlying Strike price Expiration date Option type
1.130EUR +5.61% 1.140
Bid Size: 10,000		 1.160
Ask Size: 10,000		 BAWAG GROUP AG 56.00 - 2024-09-20 Call
 

Master data

WKN: RC08VU
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 56.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.62
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 1.03
Implied volatility: 0.50
Historic volatility: 0.24
Parity: 1.03
Time value: 0.15
Break-even: 67.80
Moneyness: 1.18
Premium: 0.02
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 1.72%
Delta: 0.84
Theta: -0.03
Omega: 4.72
Rho: 0.07
 

Quote data

Open: 1.180
High: 1.180
Low: 1.130
Previous Close: 1.070
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week
  -1.74%
1 Month  
+114.83%
3 Months  
+93.83%
YTD  
+648.34%
1 Year  
+462.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.280 1.070
1M High / 1M Low: 1.280 0.500
6M High / 6M Low: 1.280 0.122
High (YTD): 2024-07-23 1.280
Low (YTD): 2024-01-17 0.067
52W High: 2024-07-23 1.280
52W Low: 2023-10-25 0.066
Avg. price 1W:   1.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.969
Avg. volume 1M:   136.364
Avg. price 6M:   0.509
Avg. volume 6M:   80.645
Avg. price 1Y:   0.321
Avg. volume 1Y:   39.841
Volatility 1M:   142.19%
Volatility 6M:   176.46%
Volatility 1Y:   180.16%
Volatility 3Y:   -