RBI Call 44 EBO 21.03.2025
/ AT0000A378S4
RBI Call 44 EBO 21.03.2025/ AT0000A378S4 /
| 2024-07-30 9:16:14 AM |
Chg.+0.004 |
Bid1:26:26 PM |
Ask1:26:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.685EUR |
+0.59% |
0.732
Bid Size: 10,000 |
0.752
Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
44.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A54 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.38 |
| Time value: |
0.32 |
| Break-even: |
51.01 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
2.94% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
4.90 |
| Rho: |
0.18 |
Quote data
| Open: |
0.685 |
| High: |
0.685 |
| Low: |
0.685 |
| Previous Close: |
0.681 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.56% |
| 1 Month |
|
|
+46.37% |
| 3 Months |
|
|
+100.88% |
| YTD |
|
|
+293.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.681 |
0.599 |
| 1M High / 1M Low: |
0.681 |
0.508 |
| 6M High / 6M Low: |
0.681 |
0.134 |
| High (YTD): |
2024-07-29 |
0.681 |
| Low (YTD): |
2024-03-05 |
0.134 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.635 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.589 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.374 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.73% |
| Volatility 6M: |
|
105.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
