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RBI Call/Erste Group 23-24/  AT0000A33B19  /

Wien OS
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:   -