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RBI Call/Erste Group 23-24/  AT0000A33AU4  /

Wien OS
8/9/2024  12:07:41 PM Chg.+0.020 Bid5:28:10 PM Ask5:28:10 PM Underlying Strike price Expiration date Option type
1.800EUR +1.12% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 28.00 - 9/20/2024 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: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.56
Leverage: Yes

Calculated values

Fair value: 1.74
Intrinsic value: 1.73
Implied volatility: 0.94
Historic volatility: 0.20
Parity: 1.73
Time value: 0.04
Break-even: 45.70
Moneyness: 1.62
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.14%
Delta: 0.95
Theta: -0.02
Omega: 2.44
Rho: 0.03
 

Quote data

Open: 1.800
High: 1.800
Low: 1.800
Previous Close: 1.780
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.56%
1 Month  
+1.12%
3 Months  
+2.86%
YTD  
+98.46%
1 Year  
+126.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.800 1.680
1M High / 1M Low: 1.930 1.680
6M High / 6M Low: 1.950 0.923
High (YTD): 5/21/2024 1.950
Low (YTD): 3/5/2024 0.923
52W High: 5/21/2024 1.950
52W Low: 9/26/2023 0.581
Avg. price 1W:   1.753
Avg. volume 1W:   0.000
Avg. price 1M:   1.841
Avg. volume 1M:   0.000
Avg. price 6M:   1.521
Avg. volume 6M:   0.000
Avg. price 1Y:   1.172
Avg. volume 1Y:   0.000
Volatility 1M:   39.65%
Volatility 6M:   53.60%
Volatility 1Y:   54.75%
Volatility 3Y:   -