OverviewChartNewsTraderScreen

RBI Call/BAWAG Group 23-24/  AT0000A33AS8  /

Wien OS
26/07/2024  12:04:19 Chg.+0.055 Bid15:56:11 Ask15:56:11 Underlying Strike price Expiration date Option type
0.777EUR +7.62% 0.789
Bid Size: 10,000		 0.809
Ask Size: 10,000		 BAWAG GROUP AG 60.00 - 20/09/2024 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: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
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): 23/07/2024 0.919
Low (YTD): 17/01/2024 0.032
52W High: 23/07/2024 0.919
52W Low: 17/01/2024 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:   -