RBI Call 40 EBO 21.03.2025
/ AT0000A378R6
RBI Call 40 EBO 21.03.2025/ AT0000A378R6 /
26/07/2024 09:16:24 |
Chg.+0.081 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.956EUR |
+9.26% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
40.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
Issue date: |
02/10/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.78 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
0.78 |
Time value: |
0.21 |
Break-even: |
49.87 |
Moneyness: |
1.19 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
2.07% |
Delta: |
0.83 |
Theta: |
-0.01 |
Omega: |
4.01 |
Rho: |
0.19 |
Quote data
Open: |
0.956 |
High: |
0.956 |
Low: |
0.956 |
Previous Close: |
0.875 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.67% |
1 Month |
|
|
+34.46% |
3 Months |
|
|
+59.07% |
YTD |
|
|
+242.65% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.956 |
0.875 |
1M High / 1M Low: |
0.956 |
0.711 |
6M High / 6M Low: |
0.956 |
0.232 |
High (YTD): |
26/07/2024 |
0.956 |
Low (YTD): |
05/03/2024 |
0.232 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.903 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.849 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.567 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.40% |
Volatility 6M: |
|
88.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |