RBI Call 48 EBO 21.03.2025
/ AT0000A3D5W1
RBI Call 48 EBO 21.03.2025/ AT0000A3D5W1 /
08/10/2024 09:15:14 |
Chg.- |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.395EUR |
- |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
48.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
RC1EMU |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
29/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.04 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
0.04 |
Time value: |
0.37 |
Break-even: |
52.09 |
Moneyness: |
1.01 |
Premium: |
0.08 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.02 |
Spread %: |
5.14% |
Delta: |
0.59 |
Theta: |
-0.01 |
Omega: |
6.95 |
Rho: |
0.11 |
Quote data
Open: |
0.395 |
High: |
0.395 |
Low: |
0.395 |
Previous Close: |
0.399 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.25% |
1 Month |
|
|
+0.25% |
3 Months |
|
|
+10.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.403 |
0.382 |
1M High / 1M Low: |
0.427 |
0.331 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.396 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.389 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |