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RBI Call/Erste Group 23-24/  AT0000A33AV2  /

Wien OS
8/14/2024  12:03:58 PM Chg.+0.050 Bid5:29:55 PM Ask5:29:55 PM Underlying Strike price Expiration date Option type
1.670EUR +3.09% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 30.00 - 9/20/2024 Call
 

Master data

WKN: RC08VY
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.83
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 1.61
Implied volatility: 0.74
Historic volatility: 0.20
Parity: 1.61
Time value: 0.02
Break-even: 46.30
Moneyness: 1.54
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.24%
Delta: 0.98
Theta: -0.01
Omega: 2.76
Rho: 0.03
 

Quote data

Open: 1.670
High: 1.670
Low: 1.670
Previous Close: 1.620
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.84%
1 Month  
+1.21%
3 Months  
+9.15%
YTD  
+127.21%
1 Year  
+156.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.620 1.480
1M High / 1M Low: 1.730 1.480
6M High / 6M Low: 1.750 0.735
High (YTD): 5/21/2024 1.750
Low (YTD): 3/5/2024 0.735
52W High: 5/21/2024 1.750
52W Low: 9/26/2023 0.451
Avg. price 1W:   1.574
Avg. volume 1W:   0.000
Avg. price 1M:   1.643
Avg. volume 1M:   0.000
Avg. price 6M:   1.336
Avg. volume 6M:   0.000
Avg. price 1Y:   1.004
Avg. volume 1Y:   0.000
Volatility 1M:   44.45%
Volatility 6M:   60.85%
Volatility 1Y:   62.71%
Volatility 3Y:   -