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RBI Call 56 0B2 20.09.2024/  AT0000A33AR0  /

EUWAX
2024-06-21  9:16:01 AM Chg.+0.040 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.600EUR +7.14% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 56.00 - 2024-09-20 Call
 

Master data

WKN: RC08VU
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 56.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.84
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.28
Implied volatility: 0.51
Historic volatility: 0.25
Parity: 0.28
Time value: 0.47
Break-even: 63.50
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 0.37
Spread abs.: 0.24
Spread %: 46.20%
Delta: 0.64
Theta: -0.03
Omega: 5.01
Rho: 0.07
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.50%
1 Month
  -11.89%
3 Months  
+57.48%
YTD  
+297.35%
1 Year  
+130.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.453
1M High / 1M Low: 0.781 0.453
6M High / 6M Low: 0.781 0.069
High (YTD): 2024-05-27 0.781
Low (YTD): 2024-01-17 0.069
52W High: 2024-05-27 0.781
52W Low: 2023-10-20 0.066
Avg. price 1W:   0.550
Avg. volume 1W:   0.000
Avg. price 1M:   0.629
Avg. volume 1M:   0.000
Avg. price 6M:   0.354
Avg. volume 6M:   0.000
Avg. price 1Y:   0.251
Avg. volume 1Y:   0.000
Volatility 1M:   183.86%
Volatility 6M:   188.99%
Volatility 1Y:   179.65%
Volatility 3Y:   -