RBI Call 40 EBO 19.09.2025
/ AT0000A3BU47
RBI Call 40 EBO 19.09.2025/ AT0000A3BU47 /
| 12/11/2024 09:15:17 |
Chg.-0.08 |
Bid12:27:23 |
Ask12:27:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
-5.52% |
1.37
Bid Size: 10,000 |
1.39
Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
40.00 EUR |
19/09/2025 |
Call |
Master data
| WKN: |
RC1DVM |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
19/09/2025 |
| Issue date: |
08/04/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
1.32 |
| Time value: |
0.14 |
| Break-even: |
54.60 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.39% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
3.42 |
| Rho: |
0.30 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.24% |
| 1 Month |
|
|
+25.69% |
| 3 Months |
|
|
+59.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.34 |
| 1M High / 1M Low: |
1.51 |
1.04 |
| 6M High / 6M Low: |
1.51 |
0.64 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.21% |
| Volatility 6M: |
|
89.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
