RBI Call 52 0B2 20.09.2024
/ AT0000A33AQ2
RBI Call 52 0B2 20.09.2024/ AT0000A33AQ2 /
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 |
|
|
-6.56% |
3 Months |
|
|
+56.26% |
YTD |
|
|
+274.90% |
1 Year |
|
|
+139.74% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.889 |
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: |
|
0.829 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.937 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.553 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.388 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
143.62% |
Volatility 6M: |
|
161.20% |
Volatility 1Y: |
|
158.09% |
Volatility 3Y: |
|
- |