RBI Call/BAWAG Group 23-25
/ AT0000A378E4
RBI Call/BAWAG Group 23-25/ AT0000A378E4 /
| 8/30/2024 12:03:52 PM |
Chg.-0.020 |
Bid5:28:03 PM |
Ask5:28:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.010EUR |
-0.66% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
40.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
10/2/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.99 |
| Intrinsic value: |
2.92 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.24 |
| Parity: |
2.92 |
| Time value: |
0.15 |
| Break-even: |
70.60 |
| Moneyness: |
1.73 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.66% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
2.15 |
| Rho: |
0.19 |
Quote data
| Open: |
3.000 |
| High: |
3.010 |
| Low: |
3.000 |
| Previous Close: |
3.030 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.67% |
| 1 Month |
|
|
+3.08% |
| 3 Months |
|
|
+38.07% |
| YTD |
|
|
+207.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.030 |
2.970 |
| 1M High / 1M Low: |
3.030 |
2.340 |
| 6M High / 6M Low: |
3.030 |
1.280 |
| High (YTD): |
8/29/2024 |
3.030 |
| Low (YTD): |
1/17/2024 |
0.749 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.000 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.788 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.203 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.81% |
| Volatility 6M: |
|
61.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
