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RBI Call/BAWAG Group 23-24/  AT0000A33AS8  /

Wien OS
7/12/2024  12:04:30 PM Chg.+0.029 Bid5:25:01 PM Ask5:25:01 PM Underlying Strike price Expiration date Option type
0.771EUR +3.91% -
Bid Size: -		 -
Ask Size: -		 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: 8.29
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.61
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 0.61
Time value: 0.19
Break-even: 67.97
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 2.57%
Delta: 0.77
Theta: -0.03
Omega: 6.41
Rho: 0.08
 

Quote data

Open: 0.779
High: 0.779
Low: 0.771
Previous Close: 0.742
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.07%
1 Month  
+126.10%
3 Months  
+209.64%
YTD  
+711.58%
1 Year  
+484.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.742 0.609
1M High / 1M Low: 0.742 0.236
6M High / 6M Low: 0.742 0.032
High (YTD): 7/11/2024 0.742
Low (YTD): 1/17/2024 0.032
52W High: 7/11/2024 0.742
52W Low: 1/17/2024 0.032
Avg. price 1W:   0.668
Avg. volume 1W:   700
Avg. price 1M:   0.424
Avg. volume 1M:   159.091
Avg. price 6M:   0.255
Avg. volume 6M:   161.290
Avg. price 1Y:   0.173
Avg. volume 1Y:   79.681
Volatility 1M:   250.45%
Volatility 6M:   231.76%
Volatility 1Y:   215.84%
Volatility 3Y:   -