RBI Call/BAWAG Group 23-25
/ AT0000A378E4
RBI Call/BAWAG Group 23-25/ AT0000A378E4 /
| 2024-07-26 12:04:19 PM |
Chg.+0.070 |
Bid5:16:59 PM |
Ask5:16:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.820EUR |
+2.55% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
40.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A5S |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.72 |
| Intrinsic value: |
2.63 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.24 |
| Parity: |
2.63 |
| Time value: |
0.24 |
| Break-even: |
68.70 |
| Moneyness: |
1.66 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.70% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
2.11 |
| Rho: |
0.21 |
Quote data
| Open: |
2.870 |
| High: |
2.870 |
| Low: |
2.820 |
| Previous Close: |
2.750 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+38.92% |
| 3 Months |
|
|
+41.00% |
| YTD |
|
|
+188.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.980 |
2.750 |
| 1M High / 1M Low: |
2.980 |
2.000 |
| 6M High / 6M Low: |
2.980 |
0.980 |
| High (YTD): |
2024-07-23 |
2.980 |
| Low (YTD): |
2024-01-17 |
0.749 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.585 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.871 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.06% |
| Volatility 6M: |
|
76.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
