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RBI Call/Erste Group 23-24/  AT0000A33B27  /

Wien OS
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:   -