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RBI Call/Erste Group 23-24/  AT0000A33AW0  /

Wien OS
2024-08-30  12:03:52 PM Chg.+0.020 Bid4:50:37 PM Ask4:50:37 PM Underlying Strike price Expiration date Option type
1.730EUR +1.17% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 32.00 - 2024-09-20 Call
 

Master data

WKN: RC08VZ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.81
Leverage: Yes

Calculated values

Fair value: 1.76
Intrinsic value: 1.75
Implied volatility: 0.81
Historic volatility: 0.20
Parity: 1.75
Time value: 0.01
Break-even: 49.60
Moneyness: 1.55
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.15%
Delta: 0.99
Theta: -0.01
Omega: 2.79
Rho: 0.02
 

Quote data

Open: 1.710
High: 1.730
Low: 1.710
Previous Close: 1.710
Turnover: -
Market phase: PT
 
  All quotes in EUR

Performance

1 Week  
+5.49%
1 Month  
+24.46%
3 Months  
+29.10%
YTD  
+198.79%
1 Year  
+278.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.730 1.640
1M High / 1M Low: 1.730 1.280
6M High / 6M Low: 1.730 0.561
High (YTD): 2024-08-30 1.730
Low (YTD): 2024-03-05 0.561
52W High: 2024-08-30 1.730
52W Low: 2023-09-26 0.342
Avg. price 1W:   1.684
Avg. volume 1W:   0.000
Avg. price 1M:   1.534
Avg. volume 1M:   0.000
Avg. price 6M:   1.236
Avg. volume 6M:   12.500
Avg. price 1Y:   0.899
Avg. volume 1Y:   12.245
Volatility 1M:   50.50%
Volatility 6M:   68.44%
Volatility 1Y:   74.24%
Volatility 3Y:   -