OverviewChartNewsTraderScreen

RBI Call 26 EBO 20.09.2024/  AT0000A33B27  /

EUWAX
16/07/2024  09:16:14 Chg.+0.02 Bid10:47:26 Ask10:47:26 Underlying Strike price Expiration date Option type
2.05EUR +0.99% 2.07
Bid Size: 10,000		 2.09
Ask Size: 10,000		 ERSTE GROUP BNK INH.... 26.00 - 20/09/2024 Call
 

Master data

WKN: RC08V5
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.21
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 2.07
Implied volatility: 0.85
Historic volatility: 0.19
Parity: 2.07
Time value: 0.04
Break-even: 47.10
Moneyness: 1.80
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.96%
Delta: 0.97
Theta: -0.01
Omega: 2.14
Rho: 0.04
 

Quote data

Open: 2.05
High: 2.05
Low: 2.05
Previous Close: 2.03
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.50%
1 Month  
+19.88%
3 Months  
+33.12%
YTD  
+84.68%
1 Year  
+127.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.05 1.97
1M High / 1M Low: 2.05 1.68
6M High / 6M Low: 2.15 1.10
High (YTD): 21/05/2024 2.15
Low (YTD): 03/01/2024 1.09
52W High: 21/05/2024 2.15
52W Low: 26/09/2023 0.73
Avg. price 1W:   2.01
Avg. volume 1W:   0.00
Avg. price 1M:   1.90
Avg. volume 1M:   0.00
Avg. price 6M:   1.63
Avg. volume 6M:   0.00
Avg. price 1Y:   1.29
Avg. volume 1Y:   0.00
Volatility 1M:   29.68%
Volatility 6M:   45.44%
Volatility 1Y:   50.50%
Volatility 3Y:   -