RBI Call/Erste Group 23-25
/ AT0000A378Q8
RBI Call/Erste Group 23-25/ AT0000A378Q8 /
| 2024-07-25 12:05:29 PM |
Chg.-0.040 |
Bid5:26:47 PM |
Ask5:26:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
-3.77% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
38.00 EUR |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.98 |
| Time value: |
0.16 |
| Break-even: |
49.30 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.80% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
3.75 |
| Rho: |
0.20 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
1.020 |
| Previous Close: |
1.060 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.97% |
| 1 Month |
|
|
+17.51% |
| 3 Months |
|
|
+39.15% |
| YTD |
|
|
+200.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
1.020 |
| 1M High / 1M Low: |
1.090 |
0.868 |
| 6M High / 6M Low: |
1.090 |
0.308 |
| High (YTD): |
2024-07-23 |
1.090 |
| Low (YTD): |
2024-03-05 |
0.308 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.010 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.688 |
| Avg. volume 6M: |
|
79.365 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.20% |
| Volatility 6M: |
|
88.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
