OverviewChartNewsTraderScreen

RBI Call/Erste Group 23-24/  AT0000A33B01  /

Wien OS
14/08/2024  12:03:58 Chg.+0.035 Bid17:29:55 Ask17:29:55 Underlying Strike price Expiration date Option type
0.324EUR +12.11% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 44.00 - 20/09/2024 Call
 

Master data

WKN: RC08V3
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.21
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.21
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 0.21
Time value: 0.10
Break-even: 47.03
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 7.07%
Delta: 0.72
Theta: -0.02
Omega: 10.93
Rho: 0.03
 

Quote data

Open: 0.324
High: 0.324
Low: 0.324
Previous Close: 0.289
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+56.52%
1 Month
  -10.99%
3 Months  
+48.62%
YTD  
+281.18%
1 Year  
+186.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.289 0.207
1M High / 1M Low: 0.409 0.207
6M High / 6M Low: 0.409 0.047
High (YTD): 17/07/2024 0.409
Low (YTD): 05/03/2024 0.047
52W High: 17/07/2024 0.409
52W Low: 23/10/2023 0.043
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.337
Avg. volume 1M:   200
Avg. price 6M:   0.214
Avg. volume 6M:   633.333
Avg. price 1Y:   0.150
Avg. volume 1Y:   307.692
Volatility 1M:   181.78%
Volatility 6M:   206.40%
Volatility 1Y:   177.73%
Volatility 3Y:   -