RBI Call/BAWAG Group 23-24
/ AT0000A36DD7
RBI Call/BAWAG Group 23-24/ AT0000A36DD7 /
| 05/07/2024 12:06:51 |
Chg.+0.060 |
Bid15:35:34 |
Ask15:35:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.930EUR |
+2.09% |
2.880
Bid Size: 10,000 |
2.900
Ask Size: 10,000 |
BAWAG GROUP AG |
36.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
RC1AXD |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
20/07/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
2.83 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.24 |
| Parity: |
2.83 |
| Time value: |
0.05 |
| Break-even: |
64.70 |
| Moneyness: |
1.78 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.70% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
2.19 |
| Rho: |
0.07 |
Quote data
| Open: |
2.930 |
| High: |
2.930 |
| Low: |
2.930 |
| Previous Close: |
2.870 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.21% |
| 1 Month |
|
|
+24.68% |
| 3 Months |
|
|
+31.39% |
| YTD |
|
|
+134.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.870 |
2.340 |
| 1M High / 1M Low: |
2.870 |
2.170 |
| 6M High / 6M Low: |
2.870 |
1.010 |
| High (YTD): |
04/07/2024 |
2.870 |
| Low (YTD): |
17/01/2024 |
1.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.394 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.958 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.95% |
| Volatility 6M: |
|
73.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
