RBI Call/BAWAG Group 23-25
/ AT0000A378F1
RBI Call/BAWAG Group 23-25/ AT0000A378F1 /
18/10/2024 09:15:01 |
Chg.-0.050 |
Bid17:29:57 |
Ask17:29:57 |
Underlying |
Strike price |
Expiration date |
Option type |
2.670EUR |
-1.84% |
- Bid Size: - |
- Ask Size: - |
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: |
2.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.77 |
Intrinsic value: |
2.72 |
Implied volatility: |
0.47 |
Historic volatility: |
0.24 |
Parity: |
2.72 |
Time value: |
0.10 |
Break-even: |
72.10 |
Moneyness: |
1.62 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
0.72% |
Delta: |
0.96 |
Theta: |
-0.01 |
Omega: |
2.44 |
Rho: |
0.17 |
Quote data
Open: |
2.670 |
High: |
2.670 |
Low: |
2.670 |
Previous Close: |
2.720 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.38% |
1 Month |
|
|
-5.65% |
3 Months |
|
|
+9.43% |
YTD |
|
|
+272.38% |
1 Year |
|
|
+413.46% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.720 |
2.610 |
1M High / 1M Low: |
2.910 |
2.300 |
6M High / 6M Low: |
2.910 |
1.480 |
High (YTD): |
20/09/2024 |
2.910 |
Low (YTD): |
17/01/2024 |
0.515 |
52W High: |
20/09/2024 |
2.910 |
52W Low: |
25/10/2023 |
0.395 |
Avg. price 1W: |
|
2.652 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.613 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.201 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.542 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
51.38% |
Volatility 6M: |
|
65.14% |
Volatility 1Y: |
|
83.66% |
Volatility 3Y: |
|
- |