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RBI Call/BAWAG Group 23-24/  AT0000A33AS8  /

Wien OS
2024-07-25  12:05:29 PM Chg.-0.145 Bid5:27:09 PM Ask5:29:59 PM Underlying Strike price Expiration date Option type
0.722EUR -16.72% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 60.00 - 2024-09-20 Call
 

Master data

WKN: RC08VV
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.68
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.75
Implied volatility: 0.53
Historic volatility: 0.24
Parity: 0.75
Time value: 0.27
Break-even: 70.10
Moneyness: 1.12
Premium: 0.04
Premium p.a.: 0.28
Spread abs.: 0.14
Spread %: 15.96%
Delta: 0.75
Theta: -0.04
Omega: 5.04
Rho: 0.06
 

Quote data

Open: 0.773
High: 0.773
Low: 0.722
Previous Close: 0.867
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.51%
1 Month  
+139.87%
3 Months  
+102.24%
YTD  
+660.00%
1 Year  
+394.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.919 0.800
1M High / 1M Low: 0.919 0.280
6M High / 6M Low: 0.919 0.063
High (YTD): 2024-07-23 0.919
Low (YTD): 2024-01-17 0.032
52W High: 2024-07-23 0.919
52W Low: 2024-01-17 0.032
Avg. price 1W:   0.868
Avg. volume 1W:   0.000
Avg. price 1M:   0.629
Avg. volume 1M:   159.091
Avg. price 6M:   0.311
Avg. volume 6M:   161.290
Avg. price 1Y:   0.197
Avg. volume 1Y:   79.681
Volatility 1M:   192.57%
Volatility 6M:   220.07%
Volatility 1Y:   216.13%
Volatility 3Y:   -