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RBI Call/BAWAG Group 23-25/  AT0000A378J3  /

Wien OS
15/10/2024  12:08:23 Chg.+0.010 Bid17:29:57 Ask17:29:57 Underlying Strike price Expiration date Option type
1.550EUR +0.65% -
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: 4.40
Leverage: Yes

Calculated values

Fair value: 1.46
Intrinsic value: 1.35
Implied volatility: 0.38
Historic volatility: 0.25
Parity: 1.35
Time value: 0.23
Break-even: 71.80
Moneyness: 1.24
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 1.28%
Delta: 0.85
Theta: -0.02
Omega: 3.74
Rho: 0.19
 

Quote data

Open: 1.590
High: 1.590
Low: 1.550
Previous Close: 1.540
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.51%
1 Month
  -5.49%
3 Months  
+13.97%
YTD  
+463.64%
1 Year  
+535.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.570 1.390
1M High / 1M Low: 1.800 1.260
6M High / 6M Low: 1.800 0.523
High (YTD): 20/09/2024 1.800
Low (YTD): 17/01/2024 0.157
52W High: 20/09/2024 1.800
52W Low: 25/10/2023 0.138
Avg. price 1W:   1.488
Avg. volume 1W:   0.000
Avg. price 1M:   1.543
Avg. volume 1M:   0.000
Avg. price 6M:   1.194
Avg. volume 6M:   15.625
Avg. price 1Y:   0.767
Avg. volume 1Y:   16
Volatility 1M:   84.07%
Volatility 6M:   105.69%
Volatility 1Y:   121.45%
Volatility 3Y:   -