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RBI Call/Erste Group 23-24/  AT0000A33B27  /

Wien OS
7/16/2024  12:05:03 PM Chg.+0.020 Bid12:17:38 PM Ask12:17:38 PM Underlying Strike price Expiration date Option type
2.080EUR +0.97% 2.080
Bid Size: 10,000		 2.100
Ask Size: 10,000		 ERSTE GROUP BNK INH.... 26.00 - 9/20/2024 Call
 

Master data

WKN: RC08V5
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.21
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 2.07
Implied volatility: 0.85
Historic volatility: 0.19
Parity: 2.07
Time value: 0.04
Break-even: 47.10
Moneyness: 1.80
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.96%
Delta: 0.97
Theta: -0.01
Omega: 2.14
Rho: 0.04
 

Quote data

Open: 2.040
High: 2.080
Low: 2.040
Previous Close: 2.060
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+2.97%
1 Month  
+24.55%
3 Months  
+35.95%
YTD  
+90.83%
1 Year  
+127.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.060 1.980
1M High / 1M Low: 2.060 1.690
6M High / 6M Low: 2.150 1.120
High (YTD): 5/21/2024 2.150
Low (YTD): 1/4/2024 1.110
52W High: 5/21/2024 2.150
52W Low: 9/26/2023 0.729
Avg. price 1W:   2.022
Avg. volume 1W:   0.000
Avg. price 1M:   1.904
Avg. volume 1M:   0.000
Avg. price 6M:   1.636
Avg. volume 6M:   0.000
Avg. price 1Y:   1.296
Avg. volume 1Y:   0.000
Volatility 1M:   30.43%
Volatility 6M:   46.42%
Volatility 1Y:   49.47%
Volatility 3Y:   -