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RBI Call 40 EBO 20.09.2024/  AT0000A33B19  /

EUWAX
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:   -