RBI Put/BAWAG Group 23-25/  AT0000A37A24  /

Wien OS
25/07/2024  09:15:02 Chg.+0.006 Bid09:33:55 Ask09:33:55 Underlying Strike price Expiration date Option type
0.069EUR +9.52% 0.069
Bid Size: 10,000
0.089
Ask Size: 10,000
BAWAG GROUP AG 40.00 EUR 21/03/2025 Put
 

Master data

WKN: RC1A7E
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Put
Strike price: 40.00 EUR
Maturity: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -84.69
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.24
Parity: -2.78
Time value: 0.08
Break-even: 39.20
Moneyness: 0.59
Premium: 0.42
Premium p.a.: 0.71
Spread abs.: 0.02
Spread %: 33.33%
Delta: -0.06
Theta: -0.01
Omega: -4.93
Rho: -0.03
 

Quote data

Open: 0.069
High: 0.069
Low: 0.069
Previous Close: 0.063
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+2.99%
1 Month  
+68.29%
3 Months
  -5.48%
YTD
  -78.96%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.060
1M High / 1M Low: 0.072 0.020
6M High / 6M Low: 0.274 0.020
High (YTD): 17/01/2024 0.380
Low (YTD): 04/07/2024 0.020
52W High: - -
52W Low: - -
Avg. price 1W:   0.065
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   0.112
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   386.89%
Volatility 6M:   213.17%
Volatility 1Y:   -
Volatility 3Y:   -