RBI Call 40 EBO 20.09.2024
/ AT0000A33B19
RBI Call 40 EBO 20.09.2024/ AT0000A33B19 /
14/08/2024 09:40:01 |
Chg.+0.008 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.652EUR |
+1.24% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
40.00 - |
20/09/2024 |
Call |
Master data
WKN: |
RC08V4 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
20/09/2024 |
Issue date: |
30/03/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.61 |
Implied volatility: |
0.35 |
Historic volatility: |
0.20 |
Parity: |
0.61 |
Time value: |
0.04 |
Break-even: |
46.45 |
Moneyness: |
1.15 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
3.20% |
Delta: |
0.91 |
Theta: |
-0.01 |
Omega: |
6.51 |
Rho: |
0.04 |
Quote data
Open: |
0.624 |
High: |
0.652 |
Low: |
0.624 |
Previous Close: |
0.644 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+26.60% |
1 Month |
|
|
-5.23% |
3 Months |
|
|
+19.63% |
YTD |
|
|
+258.24% |
1 Year |
|
|
+244.97% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.644 |
0.515 |
1M High / 1M Low: |
0.855 |
0.352 |
6M High / 6M Low: |
0.855 |
0.118 |
High (YTD): |
31/07/2024 |
0.855 |
Low (YTD): |
05/03/2024 |
0.118 |
52W High: |
31/07/2024 |
0.855 |
52W Low: |
26/09/2023 |
0.096 |
Avg. price 1W: |
|
0.585 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.674 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.464 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.319 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
244.93% |
Volatility 6M: |
|
157.26% |
Volatility 1Y: |
|
143.63% |
Volatility 3Y: |
|
- |