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RBI Call 52 0B2 20.09.2024/  AT0000A33AQ2  /

EUWAX
2024-06-21  9:16:01 AM Chg.+0.049 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.911EUR +5.68% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 52.00 - 2024-09-20 Call
 

Master data

WKN: RC08VT
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 52.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.49
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.79
Implied volatility: 0.33
Historic volatility: 0.25
Parity: 0.79
Time value: 0.13
Break-even: 61.23
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 2.21%
Delta: 0.84
Theta: -0.02
Omega: 5.47
Rho: 0.10
 

Quote data

Open: 0.911
High: 0.911
Low: 0.911
Previous Close: 0.862
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.89%
1 Month
  -7.98%
3 Months  
+41.46%
YTD  
+274.90%
1 Year  
+160.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.911 0.731
1M High / 1M Low: 1.100 0.731
6M High / 6M Low: 1.100 0.133
High (YTD): 2024-05-27 1.100
Low (YTD): 2024-01-17 0.133
52W High: 2024-05-27 1.100
52W Low: 2023-10-27 0.113
Avg. price 1W:   0.849
Avg. volume 1W:   0.000
Avg. price 1M:   0.934
Avg. volume 1M:   0.000
Avg. price 6M:   0.558
Avg. volume 6M:   0.000
Avg. price 1Y:   0.390
Avg. volume 1Y:   0.000
Volatility 1M:   144.87%
Volatility 6M:   160.98%
Volatility 1Y:   157.92%
Volatility 3Y:   -