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RBI Call/Erste Group 23-24/  AT0000A33AU4  /

Wien OS
17/07/2024  12:05:07 Chg.+0.040 Bid16:37:45 Ask16:37:45 Underlying Strike price Expiration date Option type
1.920EUR +2.13% 1.890
Bid Size: 10,000		 1.910
Ask Size: 10,000		 ERSTE GROUP BNK INH.... 28.00 - 20/09/2024 Call
 

Master data

WKN: RC08VX
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.43
Leverage: Yes

Calculated values

Fair value: 1.93
Intrinsic value: 1.91
Implied volatility: 0.66
Historic volatility: 0.19
Parity: 1.91
Time value: 0.03
Break-even: 47.40
Moneyness: 1.68
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.04%
Delta: 0.98
Theta: -0.01
Omega: 2.38
Rho: 0.05
 

Quote data

Open: 1.920
High: 1.920
Low: 1.920
Previous Close: 1.880
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+7.87%
1 Month  
+28.00%
3 Months  
+39.13%
YTD  
+111.69%
1 Year  
+154.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.880 1.780
1M High / 1M Low: 1.880 1.500
6M High / 6M Low: 1.950 0.923
High (YTD): 21/05/2024 1.950
Low (YTD): 05/03/2024 0.923
52W High: 21/05/2024 1.950
52W Low: 26/09/2023 0.581
Avg. price 1W:   1.836
Avg. volume 1W:   0.000
Avg. price 1M:   1.714
Avg. volume 1M:   0.000
Avg. price 6M:   1.445
Avg. volume 6M:   0.000
Avg. price 1Y:   1.119
Avg. volume 1Y:   0.000
Volatility 1M:   32.14%
Volatility 6M:   53.35%
Volatility 1Y:   56.06%
Volatility 3Y:   -