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RBI Call 40 EBO 20.09.2024/  AT0000A33B19  /

EUWAX
2024-06-27  3:32:04 PM Chg.+0.026 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.513EUR +5.34% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 40.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.39
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.40
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.40
Time value: 0.13
Break-even: 45.24
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 3.97%
Delta: 0.78
Theta: -0.01
Omega: 6.52
Rho: 0.07
 

Quote data

Open: 0.513
High: 0.513
Low: 0.513
Previous Close: 0.487
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.11%
1 Month
  -6.56%
3 Months  
+89.30%
YTD  
+181.87%
1 Year  
+203.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.535 0.487
1M High / 1M Low: 0.655 0.410
6M High / 6M Low: 0.746 0.118
High (YTD): 2024-05-21 0.746
Low (YTD): 2024-03-05 0.118
52W High: 2024-05-21 0.746
52W Low: 2023-09-26 0.096
Avg. price 1W:   0.505
Avg. volume 1W:   0.000
Avg. price 1M:   0.533
Avg. volume 1M:   0.000
Avg. price 6M:   0.360
Avg. volume 6M:   0.000
Avg. price 1Y:   0.262
Avg. volume 1Y:   0.000
Volatility 1M:   138.20%
Volatility 6M:   135.88%
Volatility 1Y:   131.02%
Volatility 3Y:   -