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RBI Call/Erste Group 23-24/  AT0000A33AU4  /

Wien OS
2024-07-12  9:15:02 AM Chg.+0.040 Bid5:27:34 PM Ask5:27:34 PM Underlying Strike price Expiration date Option type
1.850EUR +2.21% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 28.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.47
Leverage: Yes

Calculated values

Fair value: 1.88
Intrinsic value: 1.86
Implied volatility: 0.62
Historic volatility: 0.19
Parity: 1.86
Time value: 0.03
Break-even: 46.90
Moneyness: 1.66
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.07%
Delta: 0.98
Theta: -0.01
Omega: 2.41
Rho: 0.05
 

Quote data

Open: 1.850
High: 1.850
Low: 1.850
Previous Close: 1.810
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.54%
1 Month  
+11.45%
3 Months  
+26.71%
YTD  
+103.97%
1 Year  
+154.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.860 1.780
1M High / 1M Low: 1.860 1.470
6M High / 6M Low: 1.950 0.923
High (YTD): 2024-05-21 1.950
Low (YTD): 2024-03-05 0.923
52W High: 2024-05-21 1.950
52W Low: 2023-09-26 0.581
Avg. price 1W:   1.824
Avg. volume 1W:   0.000
Avg. price 1M:   1.678
Avg. volume 1M:   0.000
Avg. price 6M:   1.428
Avg. volume 6M:   0.000
Avg. price 1Y:   1.106
Avg. volume 1Y:   0.000
Volatility 1M:   55.34%
Volatility 6M:   53.50%
Volatility 1Y:   56.36%
Volatility 3Y:   -