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RBI Call/BAWAG Group 23-25/  AT0000A378J3  /

Wien OS
07/11/2024  12:06:28 Chg.-0.050 Bid17:25:05 Ask17:25:05 Underlying Strike price Expiration date Option type
1.850EUR -2.63% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 56.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1A5W
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 56.00 EUR
Maturity: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.08
Leverage: Yes

Calculated values

Fair value: 1.70
Intrinsic value: 1.62
Implied volatility: 0.38
Historic volatility: 0.24
Parity: 1.62
Time value: 0.15
Break-even: 73.70
Moneyness: 1.29
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.14%
Delta: 0.90
Theta: -0.01
Omega: 3.67
Rho: 0.17
 

Quote data

Open: 1.750
High: 1.850
Low: 1.750
Previous Close: 1.900
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.35%
1 Month  
+38.06%
3 Months  
+58.12%
YTD  
+572.73%
1 Year  
+680.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.900 1.590
1M High / 1M Low: 1.900 1.340
6M High / 6M Low: 1.900 0.705
High (YTD): 06/11/2024 1.900
Low (YTD): 17/01/2024 0.157
52W High: 06/11/2024 1.900
52W Low: 17/01/2024 0.157
Avg. price 1W:   1.718
Avg. volume 1W:   0.000
Avg. price 1M:   1.579
Avg. volume 1M:   0.000
Avg. price 6M:   1.305
Avg. volume 6M:   15.385
Avg. price 1Y:   0.857
Avg. volume 1Y:   15.810
Volatility 1M:   98.63%
Volatility 6M:   100.72%
Volatility 1Y:   118.23%
Volatility 3Y:   -