RBI Call/BAWAG Group 23-25
/ AT0000A378J3
RBI Call/BAWAG Group 23-25/ AT0000A378J3 /
| 8/9/2024 12:07:41 PM |
Chg.+0.080 |
Bid5:25:52 PM |
Ask5:25:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
+6.56% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
56.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
10/2/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
0.84 |
| Time value: |
0.41 |
| Break-even: |
68.50 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.63% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
3.94 |
| Rho: |
0.23 |
Quote data
| Open: |
1.290 |
| High: |
1.300 |
| Low: |
1.290 |
| Previous Close: |
1.220 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.17% |
| 1 Month |
|
|
+4.00% |
| 3 Months |
|
|
+58.54% |
| YTD |
|
|
+372.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
1.030 |
| 1M High / 1M Low: |
1.570 |
1.030 |
| 6M High / 6M Low: |
1.570 |
0.252 |
| High (YTD): |
7/23/2024 |
1.570 |
| Low (YTD): |
1/17/2024 |
0.157 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.367 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.801 |
| Avg. volume 6M: |
|
32 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.27% |
| Volatility 6M: |
|
119.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
