RBI Call/BAWAG Group 23-24
/ AT0000A36DD7
RBI Call/BAWAG Group 23-24/ AT0000A36DD7 /
26/07/2024 12:04:19 |
Chg.+0.070 |
Bid17:16:59 |
Ask17:16:59 |
Underlying |
Strike price |
Expiration date |
Option type |
3.040EUR |
+2.36% |
- Bid Size: - |
- Ask Size: - |
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: |
2.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.05 |
Intrinsic value: |
3.03 |
Implied volatility: |
0.97 |
Historic volatility: |
0.24 |
Parity: |
3.03 |
Time value: |
0.06 |
Break-even: |
66.90 |
Moneyness: |
1.84 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.65% |
Delta: |
0.97 |
Theta: |
-0.02 |
Omega: |
2.07 |
Rho: |
0.05 |
Quote data
Open: |
3.100 |
High: |
3.100 |
Low: |
3.040 |
Previous Close: |
2.970 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+31.60% |
3 Months |
|
|
+34.51% |
YTD |
|
|
+143.20% |
1 Year |
|
|
+173.87% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.210 |
2.970 |
1M High / 1M Low: |
3.210 |
2.280 |
6M High / 6M Low: |
3.210 |
1.300 |
High (YTD): |
23/07/2024 |
3.210 |
Low (YTD): |
17/01/2024 |
1.010 |
52W High: |
23/07/2024 |
3.210 |
52W Low: |
25/10/2023 |
0.718 |
Avg. price 1W: |
|
3.098 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.850 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.180 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.616 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
59.13% |
Volatility 6M: |
|
70.19% |
Volatility 1Y: |
|
77.30% |
Volatility 3Y: |
|
- |