RBI Call/Erste Group 23-24
/ AT0000A33B01
RBI Call/Erste Group 23-24/ AT0000A33B01 /
8/14/2024 12:03:58 PM |
Chg.+0.035 |
Bid5:29:55 PM |
Ask5:29:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.324EUR |
+12.11% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
44.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
3/30/2023 |
Last trading day: |
9/19/2024 |
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 |
|
|
+20.45% |
1 Month |
|
|
-11.72% |
3 Months |
|
|
+30.12% |
YTD |
|
|
+281.18% |
1 Year |
|
|
+208.57% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.324 |
0.268 |
1M High / 1M Low: |
0.409 |
0.207 |
6M High / 6M Low: |
0.409 |
0.047 |
High (YTD): |
7/17/2024 |
0.409 |
Low (YTD): |
3/5/2024 |
0.047 |
52W High: |
7/17/2024 |
0.409 |
52W Low: |
10/23/2023 |
0.043 |
Avg. price 1W: |
|
0.287 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.336 |
Avg. volume 1M: |
|
187.500 |
Avg. price 6M: |
|
0.215 |
Avg. volume 6M: |
|
633.333 |
Avg. price 1Y: |
|
0.151 |
Avg. volume 1Y: |
|
307.692 |
Volatility 1M: |
|
182.38% |
Volatility 6M: |
|
205.32% |
Volatility 1Y: |
|
177.88% |
Volatility 3Y: |
|
- |