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RBI Call/BAWAG Group 23-24/  AT0000A33AQ2  /

Wien OS
2024-06-14  12:07:48 PM Chg.-0.199 Bid5:19:07 PM Ask5:19:07 PM Underlying Strike price Expiration date Option type
0.708EUR -21.94% -
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: 8.11
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.50
Implied volatility: 0.33
Historic volatility: 0.24
Parity: 0.50
Time value: 0.20
Break-even: 59.03
Moneyness: 1.10
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 2.93%
Delta: 0.75
Theta: -0.02
Omega: 6.11
Rho: 0.10
 

Quote data

Open: 0.708
High: 0.708
Low: 0.708
Previous Close: 0.907
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -24.36%
1 Month
  -14.08%
3 Months  
+51.28%
YTD  
+191.36%
1 Year  
+61.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.936 0.708
1M High / 1M Low: 1.100 0.708
6M High / 6M Low: 1.100 0.129
High (YTD): 2024-05-29 1.100
Low (YTD): 2024-01-17 0.129
52W High: 2024-05-29 1.100
52W Low: 2023-10-25 0.110
Avg. price 1W:   0.858
Avg. volume 1W:   0.000
Avg. price 1M:   0.952
Avg. volume 1M:   95.238
Avg. price 6M:   0.536
Avg. volume 6M:   16.529
Avg. price 1Y:   0.382
Avg. volume 1Y:   16
Volatility 1M:   129.70%
Volatility 6M:   154.57%
Volatility 1Y:   158.80%
Volatility 3Y:   -