RBI Call/Erste Group 23-24
/ AT0000A33AX8
RBI Call/Erste Group 23-24/ AT0000A33AX8 /
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: |
|
- |