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RBI Call 40 EBO 20.09.2024/  AT0000A33B19  /

EUWAX
17/07/2024  09:16:11 Chg.+0.063 Bid16:34:34 Ask16:34:34 Underlying Strike price Expiration date Option type
0.750EUR +9.17% 0.724
Bid Size: 10,000		 0.744
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: 6.13
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.71
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 0.71
Time value: 0.06
Break-even: 47.69
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 2.67%
Delta: 0.90
Theta: -0.01
Omega: 5.52
Rho: 0.06
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.687
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.62%
1 Month  
+82.93%
3 Months  
+151.68%
YTD  
+312.09%
1 Year  
+242.47%
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:   0.666
Avg. volume 1W:   0.000
Avg. price 1M:   0.576
Avg. volume 1M:   0.000
Avg. price 6M:   0.402
Avg. volume 6M:   0.000
Avg. price 1Y:   0.285
Avg. volume 1Y:   0.000
Volatility 1M:   80.01%
Volatility 6M:   132.07%
Volatility 1Y:   129.79%
Volatility 3Y:   -