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: |
|
- |