RBI Call/Erste Group 23-24
/ AT0000A33AU4
RBI Call/Erste Group 23-24/ AT0000A33AU4 /
| 2024-06-27 9:47:36 AM |
Chg.-0.010 |
Bid12:04:05 PM |
Ask12:04:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.620EUR |
-0.61% |
1.620
Bid Size: 10,000 |
1.640
Ask Size: 10,000 |
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: |
2.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.19 |
| Parity: |
1.60 |
| Time value: |
0.03 |
| Break-even: |
44.30 |
| Moneyness: |
1.57 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.24% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
2.64 |
| Rho: |
0.06 |
Quote data
| Open: |
1.610 |
| High: |
1.620 |
| Low: |
1.610 |
| Previous Close: |
1.630 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.89% |
| 1 Month |
|
|
-2.99% |
| 3 Months |
|
|
+30.65% |
| YTD |
|
|
+78.61% |
| 1 Year |
|
|
+162.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.650 |
1.590 |
| 1M High / 1M Low: |
1.820 |
1.470 |
| 6M High / 6M Low: |
1.950 |
0.907 |
| 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: |
|
1.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.655 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.359 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.058 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
60.62% |
| Volatility 6M: |
|
54.13% |
| Volatility 1Y: |
|
57.73% |
| Volatility 3Y: |
|
- |
