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RBI Call 32 EBO 20.09.2024/  AT0000A33AW0  /

EUWAX
2024-07-30  9:15:30 AM Chg.+0.01 Bid11:45:12 AM Ask11:45:12 AM Underlying Strike price Expiration date Option type
1.60EUR +0.63% 1.65
Bid Size: 10,000		 1.67
Ask Size: 10,000		 ERSTE GROUP BNK INH.... 32.00 - 2024-09-20 Call
 

Master data

WKN: RC08VZ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.99
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 1.58
Implied volatility: 0.39
Historic volatility: 0.19
Parity: 1.58
Time value: 0.02
Break-even: 48.00
Moneyness: 1.49
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.27%
Delta: 1.00
Theta: 0.00
Omega: 2.98
Rho: 0.05
 

Quote data

Open: 1.60
High: 1.60
Low: 1.60
Previous Close: 1.59
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.38%
1 Month  
+28.00%
3 Months  
+37.93%
YTD  
+166.67%
1 Year  
+171.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.59 1.47
1M High / 1M Low: 1.59 1.32
6M High / 6M Low: 1.59 0.55
High (YTD): 2024-07-29 1.59
Low (YTD): 2024-03-05 0.55
52W High: 2024-07-29 1.59
52W Low: 2023-09-26 0.34
Avg. price 1W:   1.52
Avg. volume 1W:   0.00
Avg. price 1M:   1.45
Avg. volume 1M:   0.00
Avg. price 6M:   1.11
Avg. volume 6M:   0.00
Avg. price 1Y:   0.82
Avg. volume 1Y:   0.00
Volatility 1M:   46.98%
Volatility 6M:   68.27%
Volatility 1Y:   75.93%
Volatility 3Y:   -