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RBI Call/BAWAG Group 23-24/  AT0000A33AT6  /

Wien OS
7/26/2024  12:04:19 PM Chg.+0.040 Bid5:20:44 PM Ask5:20:44 PM Underlying Strike price Expiration date Option type
0.428EUR +10.31% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 65.00 - 9/20/2024 Call
 

Master data

WKN: RC08VW
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.11
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.13
Implied volatility: 0.37
Historic volatility: 0.24
Parity: 0.13
Time value: 0.34
Break-even: 69.70
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.39
Spread abs.: 0.02
Spread %: 4.44%
Delta: 0.60
Theta: -0.04
Omega: 8.43
Rho: 0.05
 

Quote data

Open: 0.464
High: 0.464
Low: 0.428
Previous Close: 0.388
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.14%
1 Month  
+247.97%
3 Months  
+130.11%
YTD  
+692.59%
1 Year  
+415.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.543 0.388
1M High / 1M Low: 0.543 0.112
6M High / 6M Low: 0.543 0.020
High (YTD): 7/23/2024 0.543
Low (YTD): 1/17/2024 0.010
52W High: 7/23/2024 0.543
52W Low: 1/17/2024 0.010
Avg. price 1W:   0.477
Avg. volume 1W:   0.000
Avg. price 1M:   0.345
Avg. volume 1M:   136.364
Avg. price 6M:   0.153
Avg. volume 6M:   89.431
Avg. price 1Y:   0.099
Avg. volume 1Y:   44
Volatility 1M:   280.91%
Volatility 6M:   283.23%
Volatility 1Y:   277.67%
Volatility 3Y:   -