RBI Call/Erste Group 23-25
/ AT0000A378M7
RBI Call/Erste Group 23-25/ AT0000A378M7 /
| 2024-07-05 12:06:51 PM |
Chg.+0.010 |
Bid5:21:28 PM |
Ask5:21:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.550EUR |
+0.65% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
32.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A5Z |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
1.42 |
| Time value: |
0.14 |
| Break-even: |
47.60 |
| Moneyness: |
1.44 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.30% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
2.73 |
| Rho: |
0.19 |
Quote data
| Open: |
1.560 |
| High: |
1.560 |
| Low: |
1.550 |
| Previous Close: |
1.540 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.97% |
| 1 Month |
|
|
+6.90% |
| 3 Months |
|
|
+59.30% |
| YTD |
|
|
+139.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.550 |
1.410 |
| 1M High / 1M Low: |
1.550 |
1.190 |
| 6M High / 6M Low: |
1.550 |
0.628 |
| High (YTD): |
2024-07-05 |
1.550 |
| Low (YTD): |
2024-03-05 |
0.628 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.362 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.067 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.32% |
| Volatility 6M: |
|
62.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
