RBI Call/Erste Group 23-24
/ AT0000A33AU4
RBI Call/Erste Group 23-24/ AT0000A33AU4 /
2024-07-25 12:05:29 PM |
Chg.-0.050 |
Bid5:28:39 PM |
Ask5:28:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.850EUR |
-2.63% |
- 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: |
2.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.00 |
Intrinsic value: |
1.98 |
Implied volatility: |
0.77 |
Historic volatility: |
0.19 |
Parity: |
1.98 |
Time value: |
0.03 |
Break-even: |
48.10 |
Moneyness: |
1.71 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
1.01% |
Delta: |
0.98 |
Theta: |
-0.01 |
Omega: |
2.33 |
Rho: |
0.04 |
Quote data
Open: |
1.850 |
High: |
1.850 |
Low: |
1.850 |
Previous Close: |
1.900 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.63% |
1 Month |
|
|
+11.45% |
3 Months |
|
|
+18.59% |
YTD |
|
|
+103.97% |
1 Year |
|
|
+107.63% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.900 |
1.850 |
1M High / 1M Low: |
1.930 |
1.710 |
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: |
|
1.875 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.842 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.493 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.152 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
34.66% |
Volatility 6M: |
|
54.13% |
Volatility 1Y: |
|
55.67% |
Volatility 3Y: |
|
- |