RBI Call/BAWAG Group 23-24
/ AT0000A33AT6
RBI Call/BAWAG Group 23-24/ AT0000A33AT6 /
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: |
|
- |