RBI Call 32 EBO 21.03.2025/  AT0000A378M7  /

Stuttgart
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:   -