RBI Call/BAWAG Group 23-24
/ AT0000A36DD7
RBI Call/BAWAG Group 23-24/ AT0000A36DD7 /
| 2024-06-21 12:06:30 PM |
Chg.-0.040 |
Bid5:16:45 PM |
Ask5:16:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.310EUR |
-1.70% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
36.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
RC1AXD |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.42 |
| Intrinsic value: |
2.39 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.25 |
| Parity: |
2.39 |
| Time value: |
0.04 |
| Break-even: |
60.30 |
| Moneyness: |
1.66 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.83% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
2.43 |
| Rho: |
0.09 |
Quote data
| Open: |
2.430 |
| High: |
2.430 |
| Low: |
2.310 |
| Previous Close: |
2.350 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.45% |
| 1 Month |
|
|
-6.85% |
| 3 Months |
|
|
+5.48% |
| YTD |
|
|
+84.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.390 |
2.190 |
| 1M High / 1M Low: |
2.620 |
2.170 |
| 6M High / 6M Low: |
2.620 |
1.010 |
| High (YTD): |
2024-05-29 |
2.620 |
| Low (YTD): |
2024-01-17 |
1.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.417 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.879 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.25% |
| Volatility 6M: |
|
71.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
