RBI Call 30 EBO 20.09.2024
/ AT0000A33AV2
RBI Call 30 EBO 20.09.2024/ AT0000A33AV2 /
| 7/5/2024 3:32:37 PM |
Chg.-0.02 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.62EUR |
-1.22% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
30.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
RC08VY |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
3/30/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.19 |
| Parity: |
1.62 |
| Time value: |
0.05 |
| Break-even: |
46.70 |
| Moneyness: |
1.54 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.21% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.65 |
| Rho: |
0.06 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.62 |
| Previous Close: |
1.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+4.52% |
| 3 Months |
|
|
+36.13% |
| YTD |
|
|
+116.00% |
| 1 Year |
|
|
+189.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.52 |
| 1M High / 1M Low: |
1.64 |
1.29 |
| 6M High / 6M Low: |
1.75 |
0.72 |
| High (YTD): |
5/21/2024 |
1.75 |
| Low (YTD): |
3/5/2024 |
0.72 |
| 52W High: |
5/21/2024 |
1.75 |
| 52W Low: |
9/26/2023 |
0.45 |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.92 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
60.72% |
| Volatility 6M: |
|
59.74% |
| Volatility 1Y: |
|
67.38% |
| Volatility 3Y: |
|
- |
