RBI Call 40 EBO 20.09.2024
/ AT0000A33B19
RBI Call 40 EBO 20.09.2024/ AT0000A33B19 /
16/07/2024 09:16:14 |
Chg.+0.012 |
Bid10:47:26 |
Ask10:47:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.687EUR |
+1.78% |
0.710 Bid Size: 10,000 |
0.730 Ask Size: 10,000 |
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: |
6.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.67 |
Implied volatility: |
0.33 |
Historic volatility: |
0.19 |
Parity: |
0.67 |
Time value: |
0.06 |
Break-even: |
47.30 |
Moneyness: |
1.17 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.11% |
Delta: |
0.89 |
Theta: |
-0.01 |
Omega: |
5.69 |
Rho: |
0.06 |
Quote data
Open: |
0.687 |
High: |
0.687 |
Low: |
0.687 |
Previous Close: |
0.675 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.53% |
1 Month |
|
|
+59.77% |
3 Months |
|
|
+162.21% |
YTD |
|
|
+277.47% |
1 Year |
|
|
+218.06% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.688 |
0.627 |
1M High / 1M Low: |
0.688 |
0.410 |
6M High / 6M Low: |
0.746 |
0.118 |
High (YTD): |
21/05/2024 |
0.746 |
Low (YTD): |
05/03/2024 |
0.118 |
52W High: |
21/05/2024 |
0.746 |
52W Low: |
26/09/2023 |
0.096 |
Avg. price 1W: |
|
0.659 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.571 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.399 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.283 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
82.03% |
Volatility 6M: |
|
132.72% |
Volatility 1Y: |
|
130.04% |
Volatility 3Y: |
|
- |