RBI Call 40 EBO 21.03.2025
/ AT0000A378R6
RBI Call 40 EBO 21.03.2025/ AT0000A378R6 /
2024-10-08 9:16:07 AM |
Chg.-0.008 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.972EUR |
-0.82% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
40.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
RC1A53 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2023-10-02 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.96 |
Intrinsic value: |
0.89 |
Implied volatility: |
0.29 |
Historic volatility: |
0.20 |
Parity: |
0.89 |
Time value: |
0.12 |
Break-even: |
50.10 |
Moneyness: |
1.22 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
2.02% |
Delta: |
0.88 |
Theta: |
-0.01 |
Omega: |
4.28 |
Rho: |
0.15 |
Quote data
Open: |
0.972 |
High: |
0.972 |
Low: |
0.972 |
Previous Close: |
0.980 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.71% |
1 Month |
|
|
+5.19% |
3 Months |
|
|
+13.55% |
YTD |
|
|
+248.39% |
1 Year |
|
|
+390.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.020 |
0.952 |
1M High / 1M Low: |
1.020 |
0.874 |
6M High / 6M Low: |
1.110 |
0.396 |
High (YTD): |
2024-09-03 |
1.110 |
Low (YTD): |
2024-03-05 |
0.232 |
52W High: |
2024-09-03 |
1.110 |
52W Low: |
2023-10-20 |
0.175 |
Avg. price 1W: |
|
0.982 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.956 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.790 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.551 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
69.39% |
Volatility 6M: |
|
96.39% |
Volatility 1Y: |
|
93.29% |
Volatility 3Y: |
|
- |