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RBI Call/Erste Group 23-25/  AT0000A378Q8  /

Wien OS
09/10/2024  12:03:35 Chg.-0.060 Bid17:14:56 Ask17:14:56 Underlying Strike price Expiration date Option type
1.120EUR -5.08% 1.170
Bid Size: 10,000		 1.190
Ask Size: 10,000		 ERSTE GROUP BNK INH.... 38.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1A52
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.21
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 1.04
Implied volatility: 0.32
Historic volatility: 0.20
Parity: 1.04
Time value: 0.11
Break-even: 49.50
Moneyness: 1.27
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.77%
Delta: 0.90
Theta: -0.01
Omega: 3.81
Rho: 0.14
 

Quote data

Open: 1.120
High: 1.120
Low: 1.120
Previous Close: 1.180
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week
  -1.75%
1 Month
  -2.61%
3 Months  
+12.00%
YTD  
+229.41%
1 Year  
+372.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 1.140
1M High / 1M Low: 1.220 1.060
6M High / 6M Low: 1.310 0.494
High (YTD): 02/09/2024 1.310
Low (YTD): 05/03/2024 0.308
52W High: 02/09/2024 1.310
52W Low: 23/10/2023 0.215
Avg. price 1W:   1.152
Avg. volume 1W:   0.000
Avg. price 1M:   1.141
Avg. volume 1M:   0.000
Avg. price 6M:   0.943
Avg. volume 6M:   42.017
Avg. price 1Y:   0.654
Avg. volume 1Y:   41.152
Volatility 1M:   58.08%
Volatility 6M:   72.86%
Volatility 1Y:   80.89%
Volatility 3Y:   -