RBI Call/Erste Group 23-24
/ AT0000A33B27
RBI Call/Erste Group 23-24/ AT0000A33B27 /
14/08/2024 12:03:58 |
Chg.+0.040 |
Bid17:28:14 |
Ask17:28:14 |
Underlying |
Strike price |
Expiration date |
Option type |
2.060EUR |
+1.98% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
26.00 - |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
30/03/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.02 |
Intrinsic value: |
2.01 |
Implied volatility: |
0.97 |
Historic volatility: |
0.20 |
Parity: |
2.01 |
Time value: |
0.02 |
Break-even: |
46.30 |
Moneyness: |
1.77 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
1.00% |
Delta: |
0.98 |
Theta: |
-0.01 |
Omega: |
2.22 |
Rho: |
0.03 |
Quote data
Open: |
2.060 |
High: |
2.060 |
Low: |
2.060 |
Previous Close: |
2.020 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.57% |
1 Month |
|
|
+0.49% |
3 Months |
|
|
+6.74% |
YTD |
|
|
+88.99% |
1 Year |
|
|
+117.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.020 |
1.880 |
1M High / 1M Low: |
2.130 |
1.880 |
6M High / 6M Low: |
2.150 |
1.120 |
High (YTD): |
21/05/2024 |
2.150 |
Low (YTD): |
04/01/2024 |
1.110 |
52W High: |
21/05/2024 |
2.150 |
52W Low: |
26/09/2023 |
0.729 |
Avg. price 1W: |
|
1.972 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.041 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.729 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.364 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
36.11% |
Volatility 6M: |
|
46.53% |
Volatility 1Y: |
|
48.03% |
Volatility 3Y: |
|
- |