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RBI Call/Erste Group 23-24/  AT0000A33AU4  /

Wien OS
28/06/2024  12:05:36 Chg.+0.040 Bid17:28:00 Ask17:28:00 Underlying Strike price Expiration date Option type
1.660EUR +2.47% -
Bid Size: -		 -
Ask Size: -		 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: 2.67
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 1.62
Implied volatility: 0.54
Historic volatility: 0.19
Parity: 1.62
Time value: 0.04
Break-even: 44.60
Moneyness: 1.58
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.22%
Delta: 0.97
Theta: -0.01
Omega: 2.59
Rho: 0.06
 

Quote data

Open: 1.640
High: 1.660
Low: 1.640
Previous Close: 1.620
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.61%
1 Month
  -2.35%
3 Months  
+27.69%
YTD  
+83.02%
1 Year  
+143.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.660 1.590
1M High / 1M Low: 1.820 1.470
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:   1.622
Avg. volume 1W:   0.000
Avg. price 1M:   1.647
Avg. volume 1M:   0.000
Avg. price 6M:   1.374
Avg. volume 6M:   0.000
Avg. price 1Y:   1.068
Avg. volume 1Y:   0.000
Volatility 1M:   61.73%
Volatility 6M:   54.21%
Volatility 1Y:   57.16%
Volatility 3Y:   -