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RBI Call/Erste Group 23-25/  AT0000A378N5  /

Wien OS
08/10/2024  12:04:40 Chg.+0.020 Bid17:09:52 Ask17:09:52 Underlying Strike price Expiration date Option type
1.550EUR +1.31% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 34.00 EUR 21/03/2025 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: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.16
Leverage: Yes

Calculated values

Fair value: 1.54
Intrinsic value: 1.49
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 1.49
Time value: 0.06
Break-even: 49.50
Moneyness: 1.44
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.31%
Delta: 0.98
Theta: 0.00
Omega: 3.09
Rho: 0.15
 

Quote data

Open: 1.550
High: 1.550
Low: 1.550
Previous Close: 1.530
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.52%
1 Month  
+1.31%
3 Months  
+13.97%
YTD  
+194.68%
1 Year  
+305.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.590 1.510
1M High / 1M Low: 1.590 1.410
6M High / 6M Low: 1.680 0.772
High (YTD): 02/09/2024 1.680
Low (YTD): 05/03/2024 0.501
52W High: 02/09/2024 1.680
52W Low: 23/10/2023 0.344
Avg. price 1W:   1.530
Avg. volume 1W:   0.000
Avg. price 1M:   1.503
Avg. volume 1M:   0.000
Avg. price 6M:   1.278
Avg. volume 6M:   0.000
Avg. price 1Y:   0.921
Avg. volume 1Y:   0.000
Volatility 1M:   47.25%
Volatility 6M:   59.10%
Volatility 1Y:   65.28%
Volatility 3Y:   -