RBI Call 38 EBO 20.09.2024
/ AT0000A33AZ3
RBI Call 38 EBO 20.09.2024/ AT0000A33AZ3 /
28/08/2024 09:15:40 |
Chg.-0.01 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
1.06EUR |
-0.93% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
38.00 - |
20/09/2024 |
Call |
Master data
WKN: |
RC08V2 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 - |
Maturity: |
20/09/2024 |
Issue date: |
30/03/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.08 |
Intrinsic value: |
1.07 |
Implied volatility: |
0.73 |
Historic volatility: |
0.20 |
Parity: |
1.07 |
Time value: |
0.04 |
Break-even: |
49.10 |
Moneyness: |
1.28 |
Premium: |
0.01 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
1.83% |
Delta: |
0.93 |
Theta: |
-0.03 |
Omega: |
4.07 |
Rho: |
0.02 |
Quote data
Open: |
1.06 |
High: |
1.06 |
Low: |
1.06 |
Previous Close: |
1.07 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.77% |
1 Month |
|
|
+8.16% |
3 Months |
|
|
+47.22% |
YTD |
|
|
+324.00% |
1 Year |
|
|
+381.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.07 |
0.94 |
1M High / 1M Low: |
1.07 |
0.52 |
6M High / 6M Low: |
1.07 |
0.18 |
High (YTD): |
27/08/2024 |
1.07 |
Low (YTD): |
05/03/2024 |
0.18 |
52W High: |
27/08/2024 |
1.07 |
52W Low: |
26/09/2023 |
0.14 |
Avg. price 1W: |
|
1.00 |
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: |
|
0.46 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
194.91% |
Volatility 6M: |
|
129.13% |
Volatility 1Y: |
|
121.78% |
Volatility 3Y: |
|
- |