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RBI Call/Erste Group 23-24/  AT0000A33AX8  /

Wien OS
11/09/2024  12:05:00 Chg.-0.100 Bid17:27:50 Ask17:27:50 Underlying Strike price Expiration date Option type
1.320EUR -7.04% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 34.00 - 20/09/2024 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: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.47
Leverage: Yes

Calculated values

Fair value: 1.35
Intrinsic value: 1.35
Implied volatility: 1.33
Historic volatility: 0.20
Parity: 1.35
Time value: 0.02
Break-even: 47.70
Moneyness: 1.40
Premium: 0.00
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 1.48%
Delta: 0.96
Theta: -0.05
Omega: 3.31
Rho: 0.01
 

Quote data

Open: 1.320
High: 1.320
Low: 1.320
Previous Close: 1.420
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.04%
1 Month  
+9.09%
3 Months  
+17.86%
YTD  
+197.30%
1 Year  
+350.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.450 1.420
1M High / 1M Low: 1.600 1.190
6M High / 6M Low: 1.600 0.442
High (YTD): 02/09/2024 1.600
Low (YTD): 05/03/2024 0.408
52W High: 02/09/2024 1.600
52W Low: 26/09/2023 0.254
Avg. price 1W:   1.434
Avg. volume 1W:   0.000
Avg. price 1M:   1.410
Avg. volume 1M:   0.000
Avg. price 6M:   1.091
Avg. volume 6M:   16.529
Avg. price 1Y:   0.766
Avg. volume 1Y:   16.260
Volatility 1M:   50.17%
Volatility 6M:   77.24%
Volatility 1Y:   83.67%
Volatility 3Y:   -