RBI Call/BAWAG Group 24-25
/ AT0000A3BTU0
RBI Call/BAWAG Group 24-25/ AT0000A3BTU0 /
2024-09-20 12:18:11 PM |
Chg.+0.015 |
Bid5:27:40 PM |
Ask5:27:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.557EUR |
+2.77% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
80.00 EUR |
2025-09-19 |
Call |
Master data
WKN: |
RC1DVB |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 EUR |
Maturity: |
2025-09-19 |
Issue date: |
2024-04-08 |
Last trading day: |
2025-09-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.25 |
Parity: |
-0.85 |
Time value: |
0.57 |
Break-even: |
85.69 |
Moneyness: |
0.89 |
Premium: |
0.20 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.02 |
Spread %: |
3.64% |
Delta: |
0.44 |
Theta: |
-0.01 |
Omega: |
5.58 |
Rho: |
0.26 |
Quote data
Open: |
0.538 |
High: |
0.557 |
Low: |
0.538 |
Previous Close: |
0.542 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+12.75% |
1 Month |
|
|
+31.68% |
3 Months |
|
|
+512.09% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.557 |
0.462 |
1M High / 1M Low: |
0.557 |
0.423 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.515 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.484 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |