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RBI Call 36 EBO 20.09.2024/  AT0000A33AY6  /

EUWAX
2024-06-28  9:16:01 AM Chg.+0.012 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.872EUR +1.40% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 36.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.99
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.82
Implied volatility: 0.36
Historic volatility: 0.19
Parity: 0.82
Time value: 0.07
Break-even: 44.85
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 2.31%
Delta: 0.91
Theta: -0.01
Omega: 4.54
Rho: 0.07
 

Quote data

Open: 0.872
High: 0.872
Low: 0.872
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.25%
1 Month
  -2.90%
3 Months  
+55.71%
YTD  
+153.49%
1 Year  
+222.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.883 0.829
1M High / 1M Low: 1.020 0.734
6M High / 6M Low: 1.150 0.274
High (YTD): 2024-05-21 1.150
Low (YTD): 2024-03-05 0.274
52W High: 2024-05-21 1.150
52W Low: 2023-09-26 0.187
Avg. price 1W:   0.850
Avg. volume 1W:   0.000
Avg. price 1M:   0.881
Avg. volume 1M:   0.000
Avg. price 6M:   0.641
Avg. volume 6M:   0.000
Avg. price 1Y:   0.465
Avg. volume 1Y:   0.000
Volatility 1M:   97.17%
Volatility 6M:   99.12%
Volatility 1Y:   101.06%
Volatility 3Y:   -