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RBI Call 40 EBO 20.09.2024/  AT0000A33B19  /

EUWAX
7/26/2024  9:15:42 AM Chg.+0.087 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.785EUR +12.46% -
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: 5.97
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.78
Implied volatility: 0.23
Historic volatility: 0.19
Parity: 0.78
Time value: 0.03
Break-even: 48.00
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 2.56%
Delta: 0.98
Theta: -0.01
Omega: 5.85
Rho: 0.06
 

Quote data

Open: 0.785
High: 0.785
Low: 0.785
Previous Close: 0.698
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.85%
1 Month  
+50.10%
3 Months  
+61.19%
YTD  
+331.32%
1 Year  
+214.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.785 0.698
1M High / 1M Low: 0.785 0.523
6M High / 6M Low: 0.785 0.118
High (YTD): 7/26/2024 0.785
Low (YTD): 3/5/2024 0.118
52W High: 7/26/2024 0.785
52W Low: 9/26/2023 0.096
Avg. price 1W:   0.726
Avg. volume 1W:   0.000
Avg. price 1M:   0.671
Avg. volume 1M:   0.000
Avg. price 6M:   0.430
Avg. volume 6M:   0.000
Avg. price 1Y:   0.300
Avg. volume 1Y:   0.000
Volatility 1M:   95.20%
Volatility 6M:   133.22%
Volatility 1Y:   130.51%
Volatility 3Y:   -