RBI Call/Erste Group 23-25
/ AT0000A378L9
RBI Call/Erste Group 23-25/ AT0000A378L9 /
| 9/2/2024 12:04:06 PM |
Chg.+0.070 |
Bid3:09:19 PM |
Ask3:09:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.060EUR |
+3.52% |
2.070
Bid Size: 10,000 |
2.090
Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
30.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
RC1A5Y |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
10/2/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
1.95 |
| Time value: |
0.07 |
| Break-even: |
50.20 |
| Moneyness: |
1.65 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.00% |
| Delta: |
0.98 |
| Theta: |
0.00 |
| Omega: |
2.40 |
| Rho: |
0.16 |
Quote data
| Open: |
1.990 |
| High: |
2.060 |
| Low: |
1.990 |
| Previous Close: |
1.990 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.42% |
| 1 Month |
|
|
+24.10% |
| 3 Months |
|
|
+27.95% |
| YTD |
|
|
+162.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.990 |
1.900 |
| 1M High / 1M Low: |
1.990 |
1.550 |
| 6M High / 6M Low: |
1.990 |
0.777 |
| High (YTD): |
8/30/2024 |
1.990 |
| Low (YTD): |
3/5/2024 |
0.777 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.795 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.470 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.24% |
| Volatility 6M: |
|
51.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
