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RBI Call/BAWAG Group 23-24/  AT0000A33AP4  /

Wien OS
2024-06-21  9:15:00 AM Chg.+0.080 Bid5:16:45 PM Ask5:16:45 PM Underlying Strike price Expiration date Option type
1.270EUR +6.72% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 48.00 - 2024-09-20 Call
 

Master data

WKN: RC08VS
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.72
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 1.19
Implied volatility: 0.34
Historic volatility: 0.25
Parity: 1.19
Time value: 0.08
Break-even: 60.70
Moneyness: 1.25
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.60%
Delta: 0.92
Theta: -0.01
Omega: 4.36
Rho: 0.11
 

Quote data

Open: 1.270
High: 1.270
Low: 1.270
Previous Close: 1.190
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+23.30%
1 Month
  -3.05%
3 Months  
+34.11%
YTD  
+229.87%
1 Year  
+152.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 1.030
1M High / 1M Low: 1.460 1.030
6M High / 6M Low: 1.460 0.231
High (YTD): 2024-05-29 1.460
Low (YTD): 2024-01-17 0.231
52W High: 2024-05-29 1.460
52W Low: 2023-10-25 0.181
Avg. price 1W:   1.136
Avg. volume 1W:   0.000
Avg. price 1M:   1.274
Avg. volume 1M:   0.000
Avg. price 6M:   0.812
Avg. volume 6M:   213.115
Avg. price 1Y:   0.574
Avg. volume 1Y:   430.279
Volatility 1M:   106.61%
Volatility 6M:   136.59%
Volatility 1Y:   138.98%
Volatility 3Y:   -