RBI Call/Erste Group 23-25
/ AT0000A378R6
RBI Call/Erste Group 23-25/ AT0000A378R6 /
| 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: |
|
- |
