RBI Call/BAWAG Group 23-25
/ AT0000A378F1
RBI Call/BAWAG Group 23-25/ AT0000A378F1 /
| 17/07/2024 12:05:07 |
Chg.-0.010 |
Bid15:31:22 |
Ask15:31:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.360EUR |
-0.42% |
2.350
Bid Size: 10,000 |
2.370
Ask Size: 10,000 |
BAWAG GROUP AG |
44.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
02/10/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
2.19 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
2.19 |
| Time value: |
0.22 |
| Break-even: |
68.10 |
| Moneyness: |
1.50 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.84% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
2.49 |
| Rho: |
0.24 |
Quote data
| Open: |
2.360 |
| High: |
2.360 |
| Low: |
2.360 |
| Previous Close: |
2.370 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.76% |
| 1 Month |
|
|
+49.37% |
| 3 Months |
|
|
+71.01% |
| YTD |
|
|
+229.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.380 |
2.190 |
| 1M High / 1M Low: |
2.380 |
1.580 |
| 6M High / 6M Low: |
2.380 |
0.515 |
| High (YTD): |
12/07/2024 |
2.380 |
| Low (YTD): |
17/01/2024 |
0.515 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.970 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.420 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.93% |
| Volatility 6M: |
|
91.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
