RBI Call/Erste Group 23-24
/ AT0000A33B19
RBI Call/Erste Group 23-24/ AT0000A33B19 /
23/08/2024 12:06:38 |
Chg.+0.039 |
Bid17:29:34 |
Ask17:29:59 |
Underlying |
Strike price |
Expiration date |
Option type |
0.818EUR |
+5.01% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
40.00 - |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
30/03/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.83 |
Implied volatility: |
0.66 |
Historic volatility: |
0.20 |
Parity: |
0.83 |
Time value: |
0.07 |
Break-even: |
49.00 |
Moneyness: |
1.21 |
Premium: |
0.01 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.08 |
Spread %: |
9.49% |
Delta: |
0.88 |
Theta: |
-0.04 |
Omega: |
4.71 |
Rho: |
0.02 |
Quote data
Open: |
0.818 |
High: |
0.818 |
Low: |
0.818 |
Previous Close: |
0.779 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.23% |
1 Month |
|
|
+20.47% |
3 Months |
|
|
+23.75% |
YTD |
|
|
+370.11% |
1 Year |
|
|
+441.72% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.818 |
0.748 |
1M High / 1M Low: |
0.818 |
0.512 |
6M High / 6M Low: |
0.818 |
0.123 |
High (YTD): |
23/08/2024 |
0.818 |
Low (YTD): |
05/03/2024 |
0.123 |
52W High: |
23/08/2024 |
0.818 |
52W Low: |
23/10/2023 |
0.092 |
Avg. price 1W: |
|
0.780 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.687 |
Avg. volume 1M: |
|
142.857 |
Avg. price 6M: |
|
0.486 |
Avg. volume 6M: |
|
247.899 |
Avg. price 1Y: |
|
0.328 |
Avg. volume 1Y: |
|
120.408 |
Volatility 1M: |
|
111.70% |
Volatility 6M: |
|
152.83% |
Volatility 1Y: |
|
136.92% |
Volatility 3Y: |
|
- |