RBI Call/BAWAG Group 23-24
/ AT0000A33AS8
RBI Call/BAWAG Group 23-24/ AT0000A33AS8 /
2024-07-26 12:04:19 PM |
Chg.+0.055 |
Bid2:46:56 PM |
Ask2:46:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.777EUR |
+7.62% |
0.793 Bid Size: 10,000 |
0.813 Ask Size: 10,000 |
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: |
6.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.63 |
Implied volatility: |
0.64 |
Historic volatility: |
0.24 |
Parity: |
0.63 |
Time value: |
0.38 |
Break-even: |
70.10 |
Moneyness: |
1.11 |
Premium: |
0.06 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.21 |
Spread %: |
25.62% |
Delta: |
0.71 |
Theta: |
-0.05 |
Omega: |
4.65 |
Rho: |
0.06 |
Quote data
Open: |
0.824 |
High: |
0.824 |
Low: |
0.777 |
Previous Close: |
0.722 |
Turnover: |
- |
Market phase: |
X RC P |
All quotes in EUR
Performance
1 Week |
|
|
-2.88% |
1 Month |
|
|
+159.00% |
3 Months |
|
|
+110.00% |
YTD |
|
|
+717.89% |
1 Year |
|
|
+471.32% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.919 |
0.722 |
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: |
|
0.833 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.648 |
Avg. volume 1M: |
|
159.091 |
Avg. price 6M: |
|
0.316 |
Avg. volume 6M: |
|
161.290 |
Avg. price 1Y: |
|
0.200 |
Avg. volume 1Y: |
|
79.681 |
Volatility 1M: |
|
206.88% |
Volatility 6M: |
|
221.78% |
Volatility 1Y: |
|
216.72% |
Volatility 3Y: |
|
- |