RBI Call/Erste Group 23-25
/ AT0000A378P0
RBI Call/Erste Group 23-25/ AT0000A378P0 /
| 2024-07-25 12:05:29 PM |
Chg.-0.050 |
Bid5:26:47 PM |
Ask5:26:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.180EUR |
-4.07% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
36.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A51 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
1.18 |
| Time value: |
0.13 |
| Break-even: |
49.00 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.56% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
3.39 |
| Rho: |
0.20 |
Quote data
| Open: |
1.180 |
| High: |
1.180 |
| Low: |
1.180 |
| Previous Close: |
1.230 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.67% |
| 1 Month |
|
|
+15.69% |
| 3 Months |
|
|
+32.88% |
| YTD |
|
|
+178.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
1.180 |
| 1M High / 1M Low: |
1.260 |
1.020 |
| 6M High / 6M Low: |
1.260 |
0.395 |
| High (YTD): |
2024-07-23 |
1.260 |
| Low (YTD): |
2024-03-05 |
0.395 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.215 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.826 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.03% |
| Volatility 6M: |
|
76.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
