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RBI Call/BAWAG Group 23-24/  AT0000A33AS8  /

Wien OS
7/5/2024  12:06:51 PM Chg.+0.022 Bid2:22:01 PM Ask2:22:01 PM Underlying Strike price Expiration date Option type
0.670EUR +3.40% 0.640
Bid Size: 10,000		 0.660
Ask Size: 10,000		 BAWAG GROUP AG 60.00 - 9/20/2024 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: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.20
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.43
Implied volatility: 0.30
Historic volatility: 0.24
Parity: 0.43
Time value: 0.21
Break-even: 66.30
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 2.94%
Delta: 0.73
Theta: -0.02
Omega: 7.45
Rho: 0.09
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.648
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+112.70%
1 Month  
+93.08%
3 Months  
+220.57%
YTD  
+605.26%
1 Year  
+472.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.648 0.315
1M High / 1M Low: 0.648 0.236
6M High / 6M Low: 0.648 0.032
High (YTD): 7/4/2024 0.648
Low (YTD): 1/17/2024 0.032
52W High: 7/4/2024 0.648
52W Low: 1/17/2024 0.032
Avg. price 1W:   0.451
Avg. volume 1W:   0.000
Avg. price 1M:   0.355
Avg. volume 1M:   90.909
Avg. price 6M:   0.231
Avg. volume 6M:   133.065
Avg. price 1Y:   0.162
Avg. volume 1Y:   65.737
Volatility 1M:   255.02%
Volatility 6M:   233.32%
Volatility 1Y:   215.22%
Volatility 3Y:   -