RBI Call/BAWAG Group 23-25
/ AT0000A378G9
RBI Call/BAWAG Group 23-25/ AT0000A378G9 /
| 2024-07-12 12:04:30 PM |
Chg.+0.030 |
Bid5:24:30 PM |
Ask5:24:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
+1.49% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
48.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A5U |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
1.81 |
| Time value: |
0.25 |
| Break-even: |
68.60 |
| Moneyness: |
1.38 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.98% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
2.85 |
| Rho: |
0.26 |
Quote data
| Open: |
2.050 |
| High: |
2.050 |
| Low: |
2.040 |
| Previous Close: |
2.010 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.70% |
| 1 Month |
|
|
+43.66% |
| 3 Months |
|
|
+82.14% |
| YTD |
|
|
+292.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.010 |
1.850 |
| 1M High / 1M Low: |
2.010 |
1.240 |
| 6M High / 6M Low: |
2.010 |
0.349 |
| High (YTD): |
2024-07-11 |
2.010 |
| Low (YTD): |
2024-01-17 |
0.349 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.541 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.077 |
| Avg. volume 6M: |
|
16.129 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.08% |
| Volatility 6M: |
|
106.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
