RBI Call/BAWAG Group 23-25
/ AT0000A378E4
RBI Call/BAWAG Group 23-25/ AT0000A378E4 /
| 2024-09-13 9:15:01 AM |
Chg.0.000 |
Bid5:29:42 PM |
Ask5:29:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.090EUR |
0.00% |
-
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: |
2.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
2.98 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.25 |
| Parity: |
2.98 |
| Time value: |
0.13 |
| Break-even: |
71.00 |
| Moneyness: |
1.74 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.65% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.15 |
| Rho: |
0.18 |
Quote data
| Open: |
3.090 |
| High: |
3.090 |
| Low: |
3.090 |
| Previous Close: |
3.090 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.44% |
| 1 Month |
|
|
+12.77% |
| 3 Months |
|
|
+62.63% |
| YTD |
|
|
+215.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.140 |
2.990 |
| 1M High / 1M Low: |
3.200 |
2.740 |
| 6M High / 6M Low: |
3.200 |
1.500 |
| High (YTD): |
2024-09-06 |
3.200 |
| Low (YTD): |
2024-01-17 |
0.749 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.987 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.330 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
38.25% |
| Volatility 6M: |
|
60.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
