Raiffeisen Bank International AG Kauf-OS 25.09.24 BG 36
/ AT0000A36DD7
Raiffeisen Bank International AG .../ AT0000A36DD7 /
| 2024-06-21 12:00:00 AM |
Chg.-0.10 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.32EUR |
-4.13% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
36.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
RC1AXD |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
2.28 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.25 |
| Parity: |
2.28 |
| Time value: |
0.04 |
| Break-even: |
59.20 |
| Moneyness: |
1.63 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.87% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
2.50 |
| Rho: |
0.09 |
Quote data
| Open: |
2.32 |
| High: |
2.32 |
| Low: |
2.32 |
| Previous Close: |
2.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.91% |
| 1 Month |
|
|
-7.20% |
| 3 Months |
|
|
+3.57% |
| YTD |
|
|
+81.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.42 |
2.24 |
| 1M High / 1M Low: |
2.62 |
2.15 |
| 6M High / 6M Low: |
2.62 |
1.03 |
| High (YTD): |
2024-05-28 |
2.62 |
| Low (YTD): |
2024-01-17 |
1.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.35% |
| Volatility 6M: |
|
72.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
