RBI Call 36 EBO 21.03.2025
/ AT0000A378P0
RBI Call 36 EBO 21.03.2025/ AT0000A378P0 /
| 10/8/2024 9:16:07 AM |
Chg.0.00 |
Bid5:29:59 PM |
Ask5:29:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
36.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
RC1A51 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
10/2/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
1.29 |
| Time value: |
0.07 |
| Break-even: |
49.60 |
| Moneyness: |
1.36 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.49% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
3.46 |
| Rho: |
0.15 |
Quote data
| Open: |
1.33 |
| High: |
1.33 |
| Low: |
1.33 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.62% |
| 1 Month |
|
|
+5.56% |
| 3 Months |
|
|
+13.68% |
| YTD |
|
|
+202.27% |
| 1 Year |
|
|
+329.03% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.30 |
| 1M High / 1M Low: |
1.38 |
1.22 |
| 6M High / 6M Low: |
1.46 |
0.63 |
| High (YTD): |
9/3/2024 |
1.46 |
| Low (YTD): |
3/5/2024 |
0.39 |
| 52W High: |
9/3/2024 |
1.46 |
| 52W Low: |
10/24/2023 |
0.28 |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.79 |
| Avg. volume 1Y: |
|
59.06 |
| Volatility 1M: |
|
55.48% |
| Volatility 6M: |
|
79.01% |
| Volatility 1Y: |
|
78.65% |
| Volatility 3Y: |
|
- |
