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RBI Call/BAWAG Group 23-24/  AT0000A33AS8  /

Wien OS
7/26/2024  12:04:19 PM Chg.+0.055 Bid5:20:44 PM Ask5:29:59 PM Underlying Strike price Expiration date Option type
0.777EUR +7.62% -
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: 6.59
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.66
Implied volatility: 0.62
Historic volatility: 0.24
Parity: 0.66
Time value: 0.36
Break-even: 70.10
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.41
Spread abs.: 0.19
Spread %: 23.62%
Delta: 0.72
Theta: -0.05
Omega: 4.72
Rho: 0.06
 

Quote data

Open: 0.824
High: 0.824
Low: 0.777
Previous Close: 0.722
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.88%
1 Month  
+177.50%
3 Months  
+110.00%
YTD  
+717.89%
1 Year  
+455.00%
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): 7/23/2024 0.919
Low (YTD): 1/17/2024 0.032
52W High: 7/23/2024 0.919
52W Low: 1/17/2024 0.032
Avg. price 1W:   0.829
Avg. volume 1W:   0.000
Avg. price 1M:   0.670
Avg. volume 1M:   159.091
Avg. price 6M:   0.321
Avg. volume 6M:   161.290
Avg. price 1Y:   0.202
Avg. volume 1Y:   79.681
Volatility 1M:   202.61%
Volatility 6M:   220.21%
Volatility 1Y:   216.79%
Volatility 3Y:   -