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RBI Call/BAWAG Group 23-24/  AT0000A33AR0  /

Wien OS
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:   -