RBI Call 38 EBO 21.03.2025
/ AT0000A378Q8
RBI Call 38 EBO 21.03.2025/ AT0000A378Q8 /
| 7/29/2024 9:43:21 AM |
Chg.+0.02 |
Bid11:00:28 AM |
Ask11:00:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
+1.79% |
1.13
Bid Size: 10,000 |
1.15
Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
38.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
RC1A52 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
10/2/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.98 |
| Time value: |
0.16 |
| Break-even: |
49.30 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.80% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
3.74 |
| Rho: |
0.20 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.55% |
| 1 Month |
|
|
+34.12% |
| 3 Months |
|
|
+65.22% |
| YTD |
|
|
+225.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
1.03 |
| 1M High / 1M Low: |
1.12 |
0.91 |
| 6M High / 6M Low: |
1.12 |
0.30 |
| High (YTD): |
7/26/2024 |
1.12 |
| Low (YTD): |
3/5/2024 |
0.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.46% |
| Volatility 6M: |
|
81.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
