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RBI Call 56 0B2 20.09.2024/  AT0000A33AR0  /

EUWAX
2024-06-14  9:16:09 AM Chg.-0.095 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.515EUR -15.57% -
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: 7.60
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.10
Implied volatility: 0.58
Historic volatility: 0.24
Parity: 0.10
Time value: 0.65
Break-even: 63.50
Moneyness: 1.02
Premium: 0.11
Premium p.a.: 0.50
Spread abs.: 0.33
Spread %: 80.29%
Delta: 0.60
Theta: -0.04
Omega: 4.52
Rho: 0.07
 

Quote data

Open: 0.515
High: 0.515
Low: 0.515
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.85%
1 Month
  -15.16%
3 Months  
+95.08%
YTD  
+241.06%
1 Year  
+47.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.515
1M High / 1M Low: 0.781 0.515
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:   0.569
Avg. volume 1W:   0.000
Avg. price 1M:   0.648
Avg. volume 1M:   0.000
Avg. price 6M:   0.339
Avg. volume 6M:   0.000
Avg. price 1Y:   0.246
Avg. volume 1Y:   0.000
Volatility 1M:   175.50%
Volatility 6M:   187.43%
Volatility 1Y:   179.22%
Volatility 3Y:   -