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RBI Call/Erste Group 23-25/  AT0000A378N5  /

Wien OS
2024-09-02  12:04:06 PM Chg.+0.070 Bid12:20:54 PM Ask12:20:54 PM Underlying Strike price Expiration date Option type
1.680EUR +4.35% 1.670
Bid Size: 10,000		 1.690
Ask Size: 10,000		 ERSTE GROUP BNK INH.... 34.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A50
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.02
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 1.55
Implied volatility: 0.33
Historic volatility: 0.20
Parity: 1.55
Time value: 0.09
Break-even: 50.40
Moneyness: 1.46
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.23%
Delta: 0.96
Theta: -0.01
Omega: 2.89
Rho: 0.17
 

Quote data

Open: 1.610
High: 1.680
Low: 1.610
Previous Close: 1.610
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+9.80%
1 Month  
+29.23%
3 Months  
+33.33%
YTD  
+219.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.610 1.530
1M High / 1M Low: 1.610 1.190
6M High / 6M Low: 1.610 0.501
High (YTD): 2024-08-30 1.610
Low (YTD): 2024-03-05 0.501
52W High: - -
52W Low: - -
Avg. price 1W:   1.568
Avg. volume 1W:   0.000
Avg. price 1M:   1.424
Avg. volume 1M:   0.000
Avg. price 6M:   1.110
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   51.38%
Volatility 6M:   63.02%
Volatility 1Y:   -
Volatility 3Y:   -