RBI Call/BAWAG Group 23-25
/ AT0000A378F1
RBI Call/BAWAG Group 23-25/ AT0000A378F1 /
| 2024-06-28 9:15:01 AM |
Chg.+0.050 |
Bid5:29:22 PM |
Ask5:29:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.710EUR |
+3.01% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
44.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A5T |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
1.51 |
| Time value: |
0.25 |
| Break-even: |
61.60 |
| Moneyness: |
1.34 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.15% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
2.94 |
| Rho: |
0.25 |
Quote data
| Open: |
1.710 |
| High: |
1.710 |
| Low: |
1.710 |
| Previous Close: |
1.660 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.18% |
| 1 Month |
|
|
-7.07% |
| 3 Months |
|
|
+17.12% |
| YTD |
|
|
+138.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.660 |
| 1M High / 1M Low: |
1.860 |
1.560 |
| 6M High / 6M Low: |
1.980 |
0.515 |
| High (YTD): |
2024-05-29 |
1.980 |
| Low (YTD): |
2024-01-17 |
0.515 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.744 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.276 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.63% |
| Volatility 6M: |
|
93.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
