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RBI Call 40 EBO 20.09.2024/  AT0000A33B19  /

EUWAX
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:   -