RBI Call/BAWAG Group 23-25
/ AT0000A378K1
RBI Call/BAWAG Group 23-25/ AT0000A378K1 /
| 2024-06-28 9:15:01 AM |
Chg.+0.034 |
Bid5:29:22 PM |
Ask5:29:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+6.01% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
60.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A5X |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-0.09 |
| Time value: |
0.64 |
| Break-even: |
66.35 |
| Moneyness: |
0.99 |
| Premium: |
0.12 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
3.25% |
| Delta: |
0.57 |
| Theta: |
-0.01 |
| Omega: |
5.29 |
| Rho: |
0.20 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.566 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.12% |
| 1 Month |
|
|
-12.15% |
| 3 Months |
|
|
+42.52% |
| YTD |
|
|
+197.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.622 |
0.566 |
| 1M High / 1M Low: |
0.697 |
0.499 |
| 6M High / 6M Low: |
0.781 |
0.104 |
| High (YTD): |
2024-05-29 |
0.781 |
| Low (YTD): |
2024-01-17 |
0.104 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.589 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.618 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.403 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.74% |
| Volatility 6M: |
|
153.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
