OverviewChartNewsTraderScreen

RBI Call 28 EBO 20.09.2024/  AT0000A33AU4  /

EUWAX
9/2/2024  9:15:39 AM Chg.+0.01 Bid1:20:08 PM Ask1:20:08 PM Underlying Strike price Expiration date Option type
2.12EUR +0.47% 2.21
Bid Size: 10,000		 2.23
Ask Size: 10,000		 ERSTE GROUP BNK INH.... 28.00 - 9/20/2024 Call
 

Master data

WKN: RC08VX
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.29
Leverage: Yes

Calculated values

Fair value: 2.16
Intrinsic value: 2.15
Implied volatility: 1.15
Historic volatility: 0.20
Parity: 2.15
Time value: 0.01
Break-even: 49.60
Moneyness: 1.77
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.93%
Delta: 0.99
Theta: -0.01
Omega: 2.27
Rho: 0.01
 

Quote data

Open: 2.12
High: 2.12
Low: 2.12
Previous Close: 2.11
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.95%
1 Month  
+16.48%
3 Months  
+24.71%
YTD  
+127.96%
1 Year  
+198.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.11 2.02
1M High / 1M Low: 2.11 1.48
6M High / 6M Low: 2.11 0.91
High (YTD): 8/30/2024 2.11
Low (YTD): 1/3/2024 0.90
52W High: 8/30/2024 2.11
52W Low: 9/26/2023 0.58
Avg. price 1W:   2.07
Avg. volume 1W:   0.00
Avg. price 1M:   1.88
Avg. volume 1M:   0.00
Avg. price 6M:   1.64
Avg. volume 6M:   0.00
Avg. price 1Y:   1.26
Avg. volume 1Y:   0.00
Volatility 1M:   86.60%
Volatility 6M:   56.67%
Volatility 1Y:   59.97%
Volatility 3Y:   -