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RBI Call/BAWAG Group 23-24/  AT0000A33AT6  /

Wien OS
30/08/2024  12:03:52 Chg.-0.036 Bid17:28:03 Ask17:28:03 Underlying Strike price Expiration date Option type
0.467EUR -7.16% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 65.00 - 20/09/2024 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: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.45
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.42
Implied volatility: 0.39
Historic volatility: 0.24
Parity: 0.42
Time value: 0.10
Break-even: 70.14
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.30
Spread abs.: 0.02
Spread %: 4.05%
Delta: 0.77
Theta: -0.05
Omega: 10.40
Rho: 0.03
 

Quote data

Open: 0.460
High: 0.467
Low: 0.460
Previous Close: 0.503
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.16%
1 Month
  -3.71%
3 Months  
+155.19%
YTD  
+764.81%
1 Year  
+893.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.503 0.448
1M High / 1M Low: 0.503 0.152
6M High / 6M Low: 0.543 0.041
High (YTD): 23/07/2024 0.543
Low (YTD): 17/01/2024 0.010
52W High: 23/07/2024 0.543
52W Low: 17/01/2024 0.010
Avg. price 1W:   0.471
Avg. volume 1W:   600
Avg. price 1M:   0.377
Avg. volume 1M:   545.455
Avg. price 6M:   0.224
Avg. volume 6M:   182.540
Avg. price 1Y:   0.134
Avg. volume 1Y:   92.369
Volatility 1M:   309.90%
Volatility 6M:   266.93%
Volatility 1Y:   285.38%
Volatility 3Y:   -