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RBI Call 38 EBO 20.09.2024/  AT0000A33AZ3  /

EUWAX
2024-07-30  9:15:30 AM Chg.+0.01 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.01EUR +1.00% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 38.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.69
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.98
Implied volatility: 0.41
Historic volatility: 0.19
Parity: 0.98
Time value: 0.04
Break-even: 48.20
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 2.00%
Delta: 0.95
Theta: -0.01
Omega: 4.44
Rho: 0.05
 

Quote data

Open: 1.01
High: 1.01
Low: 1.01
Previous Close: 1.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.99%
1 Month  
+46.38%
3 Months  
+74.14%
YTD  
+304.00%
1 Year  
+206.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.01 0.89
1M High / 1M Low: 1.01 0.75
6M High / 6M Low: 1.01 0.18
High (YTD): 2024-07-30 1.01
Low (YTD): 2024-03-05 0.18
52W High: 2024-07-30 1.01
52W Low: 2023-09-26 0.14
Avg. price 1W:   0.96
Avg. volume 1W:   0.00
Avg. price 1M:   0.87
Avg. volume 1M:   0.00
Avg. price 6M:   0.59
Avg. volume 6M:   0.00
Avg. price 1Y:   0.41
Avg. volume 1Y:   0.00
Volatility 1M:   72.71%
Volatility 6M:   112.14%
Volatility 1Y:   113.74%
Volatility 3Y:   -