RBI Call/BAWAG Group 23-25
/ AT0000A378E4
RBI Call/BAWAG Group 23-25/ AT0000A378E4 /
| 2024-09-23 12:03:34 PM |
Chg.-0.120 |
Bid5:19:01 PM |
Ask5:19:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.180EUR |
-3.64% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
40.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A5S |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.22 |
| Intrinsic value: |
3.15 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.25 |
| Parity: |
3.15 |
| Time value: |
0.15 |
| Break-even: |
73.00 |
| Moneyness: |
1.79 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.61% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
2.05 |
| Rho: |
0.17 |
Quote data
| Open: |
3.240 |
| High: |
3.240 |
| Low: |
3.180 |
| Previous Close: |
3.300 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.30% |
| 1 Month |
|
|
+6.35% |
| 3 Months |
|
|
+55.88% |
| YTD |
|
|
+224.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.300 |
3.020 |
| 1M High / 1M Low: |
3.300 |
2.930 |
| 6M High / 6M Low: |
3.300 |
1.560 |
| High (YTD): |
2024-09-20 |
3.300 |
| Low (YTD): |
2024-01-17 |
0.749 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.403 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.46% |
| Volatility 6M: |
|
60.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
