RBI Call/Erste Group 23-25
/ AT0000A378M7
RBI Call/Erste Group 23-25/ AT0000A378M7 /
| 12/07/2024 09:15:02 |
Chg.+0.040 |
Bid17:25:45 |
Ask17:25:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.540EUR |
+2.67% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
32.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
02/10/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
1.46 |
| Time value: |
0.12 |
| Break-even: |
47.80 |
| Moneyness: |
1.46 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.28% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
2.76 |
| Rho: |
0.19 |
Quote data
| Open: |
1.540 |
| High: |
1.540 |
| Low: |
1.540 |
| Previous Close: |
1.500 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.65% |
| 1 Month |
|
|
+12.41% |
| 3 Months |
|
|
+42.59% |
| YTD |
|
|
+138.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.550 |
1.480 |
| 1M High / 1M Low: |
1.550 |
1.190 |
| 6M High / 6M Low: |
1.550 |
0.628 |
| High (YTD): |
05/07/2024 |
1.550 |
| Low (YTD): |
05/03/2024 |
0.628 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.382 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.090 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.98% |
| Volatility 6M: |
|
62.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
