RBI Call/Erste Group 23-25
/ AT0000A378N5
RBI Call/Erste Group 23-25/ AT0000A378N5 /
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: |
|
- |