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RBI Call/BAWAG Group 23-24/  AT0000A33AT6  /

Wien OS
9/13/2024  4:00:43 PM Chg.+0.030 Bid5:29:42 PM Ask5:29:42 PM Underlying Strike price Expiration date Option type
0.522EUR +6.10% -
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: 13.95
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.48
Implied volatility: 0.42
Historic volatility: 0.25
Parity: 0.48
Time value: 0.03
Break-even: 70.00
Moneyness: 1.07
Premium: 0.00
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 3.52%
Delta: 0.90
Theta: -0.06
Omega: 12.49
Rho: 0.01
 

Quote data

Open: 0.491
High: 0.522
Low: 0.491
Previous Close: 0.492
Turnover: 1,305
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.57%
1 Month  
+47.46%
3 Months  
+486.52%
YTD  
+866.67%
1 Year  
+1640.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.548 0.404
1M High / 1M Low: 0.611 0.354
6M High / 6M Low: 0.611 0.056
High (YTD): 9/6/2024 0.611
Low (YTD): 1/17/2024 0.010
52W High: 9/6/2024 0.611
52W Low: 1/17/2024 0.010
Avg. price 1W:   0.498
Avg. volume 1W:   500
Avg. price 1M:   0.463
Avg. volume 1M:   369.565
Avg. price 6M:   0.258
Avg. volume 6M:   200.787
Avg. price 1Y:   0.152
Avg. volume 1Y:   102
Volatility 1M:   225.64%
Volatility 6M:   272.98%
Volatility 1Y:   286.09%
Volatility 3Y:   -