RBI Call/BAWAG Group 23-25
/ AT0000A378F1
RBI Call/BAWAG Group 23-25/ AT0000A378F1 /
8/16/2024 12:05:42 PM |
Chg.+0.090 |
Bid3:34:32 PM |
Ask3:34:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.500EUR |
+3.73% |
2.460 Bid Size: 10,000 |
2.480 Ask Size: 10,000 |
BAWAG GROUP AG |
44.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
10/2/2023 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.45 |
Intrinsic value: |
2.35 |
Implied volatility: |
0.44 |
Historic volatility: |
0.24 |
Parity: |
2.35 |
Time value: |
0.17 |
Break-even: |
69.20 |
Moneyness: |
1.53 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.80% |
Delta: |
0.93 |
Theta: |
-0.01 |
Omega: |
2.50 |
Rho: |
0.22 |
Quote data
Open: |
2.510 |
High: |
2.510 |
Low: |
2.500 |
Previous Close: |
2.410 |
Turnover: |
- |
Market phase: |
X RC P |
All quotes in EUR
Performance
1 Week |
|
|
+8.70% |
1 Month |
|
|
+5.49% |
3 Months |
|
|
+51.52% |
YTD |
|
|
+248.68% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.410 |
2.250 |
1M High / 1M Low: |
2.590 |
1.960 |
6M High / 6M Low: |
2.590 |
0.757 |
High (YTD): |
7/23/2024 |
2.590 |
Low (YTD): |
1/17/2024 |
0.515 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.316 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.364 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.697 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.78% |
Volatility 6M: |
|
75.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |