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RBI Call/Erste Group 23-24/  AT0000A33B27  /

Wien OS
2024-06-27  9:47:36 AM Chg.-0.020 Bid5:12:45 PM Ask5:12:45 PM Underlying Strike price Expiration date Option type
1.810EUR -1.09% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 26.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.40
Leverage: Yes

Calculated values

Fair value: 1.82
Intrinsic value: 1.80
Implied volatility: 0.58
Historic volatility: 0.19
Parity: 1.80
Time value: 0.03
Break-even: 44.30
Moneyness: 1.69
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.11%
Delta: 0.98
Theta: -0.01
Omega: 2.35
Rho: 0.06
 

Quote data

Open: 1.810
High: 1.810
Low: 1.800
Previous Close: 1.830
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.16%
1 Month
  -5.24%
3 Months  
+20.67%
YTD  
+66.06%
1 Year  
+143.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.850 1.790
1M High / 1M Low: 2.020 1.670
6M High / 6M Low: 2.150 1.090
High (YTD): 2024-05-21 2.150
Low (YTD): 2024-01-04 1.110
52W High: 2024-05-21 2.150
52W Low: 2023-09-26 0.729
Avg. price 1W:   1.818
Avg. volume 1W:   0.000
Avg. price 1M:   1.850
Avg. volume 1M:   0.000
Avg. price 6M:   1.561
Avg. volume 6M:   0.000
Avg. price 1Y:   1.239
Avg. volume 1Y:   0.000
Volatility 1M:   53.10%
Volatility 6M:   47.16%
Volatility 1Y:   50.93%
Volatility 3Y:   -