RBI Call 34 EBO 21.03.2025
/ AT0000A378N5
RBI Call 34 EBO 21.03.2025/ AT0000A378N5 /
| 2024-07-30 9:16:14 AM |
Chg.0.00 |
Bid2:30:10 PM |
Ask2:30:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
0.00% |
1.55
Bid Size: 10,000 |
1.57
Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
34.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A50 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
1.38 |
| Time value: |
0.10 |
| Break-even: |
48.80 |
| Moneyness: |
1.41 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.37% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
3.10 |
| Rho: |
0.20 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.49 |
| Previous Close: |
1.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.19% |
| 1 Month |
|
|
+27.35% |
| 3 Months |
|
|
+52.04% |
| YTD |
|
|
+175.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
1.37 |
| 1M High / 1M Low: |
1.49 |
1.23 |
| 6M High / 6M Low: |
1.49 |
0.49 |
| High (YTD): |
2024-07-29 |
1.49 |
| Low (YTD): |
2024-03-05 |
0.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.99% |
| Volatility 6M: |
|
66.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
