RBI Call 36 EBO 20.09.2024
/ AT0000A33AY6
RBI Call 36 EBO 20.09.2024/ AT0000A33AY6 /
| 02/08/2024 09:15:34 |
Chg.-0.18 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-15.00% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
36.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.19 |
| Parity: |
1.04 |
| Time value: |
0.15 |
| Break-even: |
47.90 |
| Moneyness: |
1.29 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
1.71% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
3.29 |
| Rho: |
0.04 |
Quote data
| Open: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
1.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.82% |
| 1 Month |
|
|
+4.08% |
| 3 Months |
|
|
+10.87% |
| YTD |
|
|
+200.00% |
| 1 Year |
|
|
+168.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.02 |
| 1M High / 1M Low: |
1.25 |
0.98 |
| 6M High / 6M Low: |
1.25 |
0.27 |
| High (YTD): |
31/07/2024 |
1.25 |
| Low (YTD): |
05/03/2024 |
0.27 |
| 52W High: |
31/07/2024 |
1.25 |
| 52W Low: |
26/09/2023 |
0.19 |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.54 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
82.83% |
| Volatility 6M: |
|
97.29% |
| Volatility 1Y: |
|
100.56% |
| Volatility 3Y: |
|
- |
