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RBI Call/Erste Group 23-25/  AT0000A378S4  /

Wien OS
10/9/2024  12:03:35 PM Chg.-0.050 Bid5:29:27 PM Ask5:29:27 PM Underlying Strike price Expiration date Option type
0.634EUR -7.31% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 44.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1A54
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.26
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.44
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 0.44
Time value: 0.22
Break-even: 50.67
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 3.09%
Delta: 0.75
Theta: -0.01
Omega: 5.42
Rho: 0.13
 

Quote data

Open: 0.634
High: 0.634
Low: 0.634
Previous Close: 0.684
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.61%
1 Month
  -5.79%
3 Months  
+9.50%
YTD  
+277.38%
1 Year  
+451.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.684 0.651
1M High / 1M Low: 0.717 0.595
6M High / 6M Low: 0.811 0.232
High (YTD): 9/2/2024 0.811
Low (YTD): 3/5/2024 0.138
52W High: 9/2/2024 0.811
52W Low: 10/20/2023 0.108
Avg. price 1W:   0.663
Avg. volume 1W:   0.000
Avg. price 1M:   0.657
Avg. volume 1M:   0.000
Avg. price 6M:   0.534
Avg. volume 6M:   407.500
Avg. price 1Y:   0.358
Avg. volume 1Y:   231.148
Volatility 1M:   78.67%
Volatility 6M:   103.67%
Volatility 1Y:   106.13%
Volatility 3Y:   -