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RBI Call/Erste Group 23-24/  AT0000A33AX8  /

Wien OS
2024-07-22  10:30:57 AM Chg.0.000 Bid5:29:44 PM Ask5:29:44 PM Underlying Strike price Expiration date Option type
1.270EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 34.00 - 2024-09-20 Call
 

Master data

WKN: RC08V0
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.61
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 1.26
Implied volatility: 0.41
Historic volatility: 0.19
Parity: 1.26
Time value: 0.03
Break-even: 46.90
Moneyness: 1.37
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.57%
Delta: 0.98
Theta: -0.01
Omega: 3.53
Rho: 0.05
 

Quote data

Open: 1.290
High: 1.290
Low: 1.270
Previous Close: 1.270
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.55%
1 Month  
+18.69%
3 Months  
+28.28%
YTD  
+186.04%
1 Year  
+148.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.320 1.270
1M High / 1M Low: 1.320 1.010
6M High / 6M Low: 1.350 0.408
High (YTD): 2024-05-21 1.350
Low (YTD): 2024-03-05 0.408
52W High: 2024-05-21 1.350
52W Low: 2023-09-26 0.254
Avg. price 1W:   1.292
Avg. volume 1W:   0.000
Avg. price 1M:   1.195
Avg. volume 1M:   0.000
Avg. price 6M:   0.900
Avg. volume 6M:   15.748
Avg. price 1Y:   0.650
Avg. volume 1Y:   15.810
Volatility 1M:   44.87%
Volatility 6M:   84.21%
Volatility 1Y:   85.93%
Volatility 3Y:   -