RBI Call 32 EBO 21.03.2025
/ AT0000A378M7
RBI Call 32 EBO 21.03.2025/ AT0000A378M7 /
10/18/2024 9:16:33 AM |
Chg.-0.09 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.79EUR |
-4.79% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
32.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
RC1A5Z |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
10/2/2023 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.86 |
Intrinsic value: |
1.82 |
Implied volatility: |
0.41 |
Historic volatility: |
0.19 |
Parity: |
1.82 |
Time value: |
0.06 |
Break-even: |
50.80 |
Moneyness: |
1.57 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
1.08% |
Delta: |
0.97 |
Theta: |
-0.01 |
Omega: |
2.59 |
Rho: |
0.13 |
Quote data
Open: |
1.79 |
High: |
1.79 |
Low: |
1.79 |
Previous Close: |
1.88 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.13% |
1 Month |
|
|
+7.19% |
3 Months |
|
|
+18.54% |
YTD |
|
|
+171.21% |
1 Year |
|
|
+289.13% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.88 |
1.78 |
1M High / 1M Low: |
1.88 |
1.59 |
6M High / 6M Low: |
1.88 |
1.05 |
High (YTD): |
10/17/2024 |
1.88 |
Low (YTD): |
3/5/2024 |
0.62 |
52W High: |
10/17/2024 |
1.88 |
52W Low: |
10/24/2023 |
0.44 |
Avg. price 1W: |
|
1.81 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.73 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.51 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.13 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
52.07% |
Volatility 6M: |
|
63.55% |
Volatility 1Y: |
|
63.03% |
Volatility 3Y: |
|
- |