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RBI Call 40 EBO 20.09.2024/  AT0000A33B19  /

EUWAX
6/28/2024  9:16:01 AM Chg.+0.010 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.523EUR +1.95% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 40.00 - 9/20/2024 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: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.23
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.42
Implied volatility: 0.56
Historic volatility: 0.19
Parity: 0.42
Time value: 0.29
Break-even: 47.10
Moneyness: 1.11
Premium: 0.06
Premium p.a.: 0.32
Spread abs.: 0.18
Spread %: 34.47%
Delta: 0.71
Theta: -0.03
Omega: 4.40
Rho: 0.05
 

Quote data

Open: 0.523
High: 0.523
Low: 0.523
Previous Close: 0.513
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.24%
1 Month
  -3.68%
3 Months  
+92.99%
YTD  
+187.36%
1 Year  
+157.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.523 0.487
1M High / 1M Low: 0.655 0.410
6M High / 6M Low: 0.746 0.118
High (YTD): 5/21/2024 0.746
Low (YTD): 3/5/2024 0.118
52W High: 5/21/2024 0.746
52W Low: 9/26/2023 0.096
Avg. price 1W:   0.503
Avg. volume 1W:   0.000
Avg. price 1M:   0.530
Avg. volume 1M:   0.000
Avg. price 6M:   0.364
Avg. volume 6M:   0.000
Avg. price 1Y:   0.264
Avg. volume 1Y:   0.000
Volatility 1M:   137.93%
Volatility 6M:   136.93%
Volatility 1Y:   130.32%
Volatility 3Y:   -