RBI Call 40 EBO 20.09.2024
/ AT0000A33B19
RBI Call 40 EBO 20.09.2024/ AT0000A33B19 /
30/08/2024 09:15:33 |
Chg.+0.027 |
Bid20:00:02 |
Ask20:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.914EUR |
+3.04% |
- 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: |
5.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.96 |
Intrinsic value: |
0.95 |
Implied volatility: |
0.44 |
Historic volatility: |
0.20 |
Parity: |
0.95 |
Time value: |
0.01 |
Break-even: |
49.62 |
Moneyness: |
1.24 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
2.12% |
Delta: |
0.98 |
Theta: |
-0.01 |
Omega: |
5.06 |
Rho: |
0.02 |
Quote data
Open: |
0.914 |
High: |
0.914 |
Low: |
0.914 |
Previous Close: |
0.887 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.39% |
1 Month |
|
|
+12.42% |
3 Months |
|
|
+57.86% |
YTD |
|
|
+402.20% |
1 Year |
|
|
+517.57% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.914 |
0.829 |
1M High / 1M Low: |
0.914 |
0.352 |
6M High / 6M Low: |
0.914 |
0.118 |
High (YTD): |
30/08/2024 |
0.914 |
Low (YTD): |
05/03/2024 |
0.118 |
52W High: |
30/08/2024 |
0.914 |
52W Low: |
26/09/2023 |
0.096 |
Avg. price 1W: |
|
0.872 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.706 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.518 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.351 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
242.19% |
Volatility 6M: |
|
150.16% |
Volatility 1Y: |
|
142.14% |
Volatility 3Y: |
|
- |