OverviewChartNewsTraderScreen

RBI Call/Erste Group 23-24/  AT0000A33B19  /

Wien OS
2024-07-22  10:30:57 AM Chg.-0.007 Bid5:29:55 PM Ask5:29:55 PM Underlying Strike price Expiration date Option type
0.692EUR -1.00% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 40.00 - 2024-09-20 Call
 

Master data

WKN: RC08V4
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.47
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.66
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 0.66
Time value: 0.06
Break-even: 47.21
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 2.85%
Delta: 0.89
Theta: -0.01
Omega: 5.78
Rho: 0.06
 

Quote data

Open: 0.718
High: 0.718
Low: 0.692
Previous Close: 0.699
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.21%
1 Month  
+28.86%
3 Months  
+54.12%
YTD  
+297.70%
1 Year  
+148.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.748 0.692
1M High / 1M Low: 0.748 0.483
6M High / 6M Low: 0.748 0.123
High (YTD): 2024-07-17 0.748
Low (YTD): 2024-03-05 0.123
52W High: 2024-07-17 0.748
52W Low: 2023-10-23 0.092
Avg. price 1W:   0.721
Avg. volume 1W:   400
Avg. price 1M:   0.640
Avg. volume 1M:   333.333
Avg. price 6M:   0.420
Avg. volume 6M:   216.535
Avg. price 1Y:   0.294
Avg. volume 1Y:   108.696
Volatility 1M:   91.84%
Volatility 6M:   153.34%
Volatility 1Y:   136.77%
Volatility 3Y:   -