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RBI Call/Erste Group 23-24/  AT0000A33B01  /

Wien OS
16/07/2024  12:05:03 Chg.+0.017 Bid15:27:25 Ask15:27:25 Underlying Strike price Expiration date Option type
0.384EUR +4.63% 0.385
Bid Size: 10,000		 0.400
Ask Size: 3,000		 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: 11.67
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.27
Implied volatility: 0.29
Historic volatility: 0.19
Parity: 0.27
Time value: 0.13
Break-even: 48.00
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 2.83%
Delta: 0.72
Theta: -0.02
Omega: 8.44
Rho: 0.05
 

Quote data

Open: 0.357
High: 0.384
Low: 0.357
Previous Close: 0.367
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+9.40%
1 Month  
+119.43%
3 Months  
+346.51%
YTD  
+351.76%
1 Year  
+180.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.367 0.320
1M High / 1M Low: 0.385 0.183
6M High / 6M Low: 0.385 0.047
High (YTD): 05/07/2024 0.385
Low (YTD): 05/03/2024 0.047
52W High: 05/07/2024 0.385
52W Low: 23/10/2023 0.043
Avg. price 1W:   0.348
Avg. volume 1W:   0.000
Avg. price 1M:   0.288
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   574.803
Avg. price 1Y:   0.139
Avg. volume 1Y:   288.538
Volatility 1M:   126.33%
Volatility 6M:   198.43%
Volatility 1Y:   174.42%
Volatility 3Y:   -