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RBI Call/Erste Group 23-24/  AT0000A33B27  /

Wien OS
9/17/2024  11:22:54 AM Chg.+0.020 Bid5:25:32 PM Ask5:25:32 PM Underlying Strike price Expiration date Option type
2.180EUR +0.93% -
Bid Size: -		 -
Ask Size: -		 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: 2.16
Leverage: Yes

Calculated values

Fair value: 2.17
Intrinsic value: 2.17
Implied volatility: 4.32
Historic volatility: 0.20
Parity: 2.17
Time value: 0.04
Break-even: 48.10
Moneyness: 1.84
Premium: 0.01
Premium p.a.: 1.49
Spread abs.: 0.02
Spread %: 0.91%
Delta: 0.96
Theta: -0.27
Omega: 2.07
Rho: 0.00
 

Quote data

Open: 2.180
High: 2.180
Low: 2.180
Previous Close: 2.160
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.80%
1 Month  
+0.93%
3 Months  
+28.99%
YTD  
+100.00%
1 Year  
+153.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.220 2.120
1M High / 1M Low: 2.400 2.120
6M High / 6M Low: 2.400 1.250
High (YTD): 9/2/2024 2.400
Low (YTD): 1/4/2024 1.110
52W High: 9/2/2024 2.400
52W Low: 9/26/2023 0.729
Avg. price 1W:   2.168
Avg. volume 1W:   0.000
Avg. price 1M:   2.230
Avg. volume 1M:   0.000
Avg. price 6M:   1.911
Avg. volume 6M:   0.000
Avg. price 1Y:   1.491
Avg. volume 1Y:   0.000
Volatility 1M:   34.14%
Volatility 6M:   43.49%
Volatility 1Y:   47.21%
Volatility 3Y:   -