RBI Call 36 EBO 20.09.2024
/ AT0000A33AY6
RBI Call 36 EBO 20.09.2024/ AT0000A33AY6 /
7/5/2024 3:32:37 PM |
Chg.-0.01 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.04EUR |
-0.95% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
36.00 - |
9/20/2024 |
Call |
Master data
WKN: |
RC08V1 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 - |
Maturity: |
9/20/2024 |
Issue date: |
3/30/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.05 |
Intrinsic value: |
1.02 |
Implied volatility: |
0.45 |
Historic volatility: |
0.19 |
Parity: |
1.02 |
Time value: |
0.07 |
Break-even: |
46.90 |
Moneyness: |
1.28 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
1.87% |
Delta: |
0.91 |
Theta: |
-0.01 |
Omega: |
3.87 |
Rho: |
0.07 |
Quote data
Open: |
1.09 |
High: |
1.09 |
Low: |
1.04 |
Previous Close: |
1.05 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+19.54% |
1 Month |
|
|
+6.12% |
3 Months |
|
|
+70.49% |
YTD |
|
|
+205.88% |
1 Year |
|
|
+246.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.05 |
0.94 |
1M High / 1M Low: |
1.05 |
0.73 |
6M High / 6M Low: |
1.15 |
0.27 |
High (YTD): |
5/21/2024 |
1.15 |
Low (YTD): |
3/5/2024 |
0.27 |
52W High: |
5/21/2024 |
1.15 |
52W Low: |
9/26/2023 |
0.19 |
Avg. price 1W: |
|
0.99 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.89 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.67 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.48 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
91.40% |
Volatility 6M: |
|
96.19% |
Volatility 1Y: |
|
100.92% |
Volatility 3Y: |
|
- |