RBI Call/Erste Group 23-25/  AT0000A378R6  /

Wien OS
2024-07-05  12:06:51 PM Chg.+0.011 Bid5:29:56 PM Ask5:29:56 PM Underlying Strike price Expiration date Option type
0.882EUR +1.26% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 40.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A53
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.19
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.62
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.62
Time value: 0.27
Break-even: 48.91
Moneyness: 1.16
Premium: 0.06
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 2.30%
Delta: 0.78
Theta: -0.01
Omega: 4.07
Rho: 0.19
 

Quote data

Open: 0.886
High: 0.886
Low: 0.882
Previous Close: 0.871
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.82%
1 Month  
+9.70%
3 Months  
+115.65%
YTD  
+226.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.882 0.763
1M High / 1M Low: 0.882 0.595
6M High / 6M Low: 0.882 0.239
High (YTD): 2024-07-05 0.882
Low (YTD): 2024-03-05 0.239
52W High: - -
52W Low: - -
Avg. price 1W:   0.822
Avg. volume 1W:   0.000
Avg. price 1M:   0.728
Avg. volume 1M:   0.000
Avg. price 6M:   0.509
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.75%
Volatility 6M:   91.02%
Volatility 1Y:   -
Volatility 3Y:   -