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RBI Call/BAWAG Group 23-24/  AT0000A33AT6  /

Wien OS
2024-06-21  9:15:00 AM Chg.+0.026 Bid5:19:09 PM Ask5:19:09 PM Underlying Strike price Expiration date Option type
0.158EUR +19.70% -
Bid Size: -		 -
Ask Size: -		 BAWAG GROUP AG 65.00 - 2024-09-20 Call
 

Master data

WKN: RC08VW
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 43.24
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.25
Parity: -0.62
Time value: 0.14
Break-even: 66.36
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 0.63
Spread abs.: 0.02
Spread %: 17.24%
Delta: 0.28
Theta: -0.02
Omega: 12.22
Rho: 0.04
 

Quote data

Open: 0.158
High: 0.158
Low: 0.158
Previous Close: 0.132
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+77.53%
1 Month
  -26.85%
3 Months  
+56.44%
YTD  
+192.59%
1 Year  
+21.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.158 0.090
1M High / 1M Low: 0.259 0.089
6M High / 6M Low: 0.259 0.010
High (YTD): 2024-05-29 0.259
Low (YTD): 2024-01-17 0.010
52W High: 2024-05-29 0.259
52W Low: 2024-01-17 0.010
Avg. price 1W:   0.131
Avg. volume 1W:   0.000
Avg. price 1M:   0.175
Avg. volume 1M:   181.818
Avg. price 6M:   0.097
Avg. volume 6M:   66.116
Avg. price 1Y:   0.077
Avg. volume 1Y:   32
Volatility 1M:   289.45%
Volatility 6M:   291.59%
Volatility 1Y:   271.27%
Volatility 3Y:   -