RBI Call/BAWAG Group 23-25
/ AT0000A378K1
RBI Call/BAWAG Group 23-25/ AT0000A378K1 /
8/16/2024 12:05:42 PM |
Chg.+0.070 |
Bid3:17:06 PM |
Ask3:17:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.180EUR |
+6.31% |
1.160 Bid Size: 10,000 |
1.180 Ask Size: 10,000 |
BAWAG GROUP AG |
60.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
10/2/2023 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.03 |
Intrinsic value: |
0.75 |
Implied volatility: |
0.35 |
Historic volatility: |
0.24 |
Parity: |
0.75 |
Time value: |
0.45 |
Break-even: |
72.00 |
Moneyness: |
1.13 |
Premium: |
0.07 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
1.69% |
Delta: |
0.74 |
Theta: |
-0.02 |
Omega: |
4.18 |
Rho: |
0.23 |
Quote data
Open: |
1.190 |
High: |
1.190 |
Low: |
1.180 |
Previous Close: |
1.110 |
Turnover: |
- |
Market phase: |
X RC P |
All quotes in EUR
Performance
1 Week |
|
|
+14.56% |
1 Month |
|
|
+5.36% |
3 Months |
|
|
+104.51% |
YTD |
|
|
+484.16% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.110 |
0.980 |
1M High / 1M Low: |
1.270 |
0.785 |
6M High / 6M Low: |
1.270 |
0.173 |
High (YTD): |
7/23/2024 |
1.270 |
Low (YTD): |
1/17/2024 |
0.104 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.036 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.090 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.634 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
136.15% |
Volatility 6M: |
|
131.25% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |