RBI Call/BAWAG Group 23-25
/ AT0000A378G9
RBI Call/BAWAG Group 23-25/ AT0000A378G9 /
9/13/2024 9:15:01 AM |
Chg.0.000 |
Bid5:29:42 PM |
Ask5:29:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.340EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
48.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
RC1A5U |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
10/2/2023 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.26 |
Intrinsic value: |
2.18 |
Implied volatility: |
0.44 |
Historic volatility: |
0.25 |
Parity: |
2.18 |
Time value: |
0.18 |
Break-even: |
71.50 |
Moneyness: |
1.45 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.86% |
Delta: |
0.92 |
Theta: |
-0.01 |
Omega: |
2.73 |
Rho: |
0.21 |
Quote data
Open: |
2.340 |
High: |
2.340 |
Low: |
2.340 |
Previous Close: |
2.340 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.10% |
1 Month |
|
|
+16.42% |
3 Months |
|
|
+88.71% |
YTD |
|
|
+350.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.380 |
2.230 |
1M High / 1M Low: |
2.440 |
2.010 |
6M High / 6M Low: |
2.440 |
0.811 |
High (YTD): |
9/6/2024 |
2.440 |
Low (YTD): |
1/17/2024 |
0.349 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.330 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.237 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.624 |
Avg. volume 6M: |
|
7.874 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
48.60% |
Volatility 6M: |
|
82.41% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |