RBI Call 40 EBO 19.09.2025
/ AT0000A3BU47
RBI Call 40 EBO 19.09.2025/ AT0000A3BU47 /
| 10/9/2024 9:15:37 AM |
Chg.-0.05 |
Bid5:18:47 PM |
Ask5:18:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.98EUR |
-4.85% |
1.06
Bid Size: 10,000 |
1.08
Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
40.00 EUR |
9/19/2025 |
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: |
9/19/2025 |
| Issue date: |
4/8/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
0.84 |
| Time value: |
0.20 |
| Break-even: |
50.40 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.96% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
4.06 |
| Rho: |
0.30 |
Quote data
| Open: |
0.98 |
| High: |
0.98 |
| Low: |
0.98 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.77% |
| 1 Month |
|
|
-2.97% |
| 3 Months |
|
|
+8.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
1.02 |
| 1M High / 1M Low: |
1.08 |
0.93 |
| 6M High / 6M Low: |
1.16 |
0.49 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.46% |
| Volatility 6M: |
|
86.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
