RBI Call/BAWAG Group 23-24
/ AT0000A33AR0
RBI Call/BAWAG Group 23-24/ AT0000A33AR0 /
2024-06-14 12:07:48 PM |
Chg.-0.165 |
Bid5:19:07 PM |
Ask5:29:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.435EUR |
-27.50% |
- 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: |
0.435 |
High: |
0.435 |
Low: |
0.435 |
Previous Close: |
0.600 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-30.84% |
1 Month |
|
|
-21.05% |
3 Months |
|
|
+62.31% |
YTD |
|
|
+188.08% |
1 Year |
|
|
+27.94% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.626 |
0.435 |
1M High / 1M Low: |
0.780 |
0.435 |
6M High / 6M Low: |
0.780 |
0.067 |
High (YTD): |
2024-05-29 |
0.780 |
Low (YTD): |
2024-01-17 |
0.067 |
52W High: |
2024-05-29 |
0.780 |
52W Low: |
2023-10-25 |
0.066 |
Avg. price 1W: |
|
0.560 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.648 |
Avg. volume 1M: |
|
95.238 |
Avg. price 6M: |
|
0.339 |
Avg. volume 6M: |
|
57.851 |
Avg. price 1Y: |
|
0.247 |
Avg. volume 1Y: |
|
28 |
Volatility 1M: |
|
162.96% |
Volatility 6M: |
|
181.73% |
Volatility 1Y: |
|
181.39% |
Volatility 3Y: |
|
- |