RBI Call 28 EBO 20.09.2024
/ AT0000A33AU4
RBI Call 28 EBO 20.09.2024/ AT0000A33AU4 /
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: |
|
- |