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RBI Call/BAWAG Group 23-25/  AT0000A378H7  /

Wien OS
15/10/2024  12:08:23 Chg.+0.020 Bid17:22:56 Ask17:22:56 Underlying Strike price Expiration date Option type
1.910EUR +1.06% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 52.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1A5V
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.60
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 1.75
Implied volatility: 0.42
Historic volatility: 0.25
Parity: 1.75
Time value: 0.18
Break-even: 71.30
Moneyness: 1.34
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.05%
Delta: 0.89
Theta: -0.01
Omega: 3.22
Rho: 0.18
 

Quote data

Open: 1.950
High: 1.950
Low: 1.910
Previous Close: 1.890
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.40%
1 Month
  -3.54%
3 Months  
+13.69%
YTD  
+405.29%
1 Year  
+475.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.930 1.730
1M High / 1M Low: 2.170 1.600
6M High / 6M Low: 2.170 0.725
High (YTD): 20/09/2024 2.170
Low (YTD): 17/01/2024 0.235
52W High: 20/09/2024 2.170
52W Low: 25/10/2023 0.196
Avg. price 1W:   1.838
Avg. volume 1W:   0.000
Avg. price 1M:   1.894
Avg. volume 1M:   0.000
Avg. price 6M:   1.496
Avg. volume 6M:   11.719
Avg. price 1Y:   0.982
Avg. volume 1Y:   12
Volatility 1M:   72.02%
Volatility 6M:   89.19%
Volatility 1Y:   106.08%
Volatility 3Y:   -