RBI Call/Erste Group 23-25
/ AT0000A378S4
RBI Call/Erste Group 23-25/ AT0000A378S4 /
2024-06-27 9:47:36 AM |
Chg.-0.001 |
Bid5:18:15 PM |
Ask5:18:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.457EUR |
-0.22% |
0.465 Bid Size: 10,000 |
0.485 Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
44.00 EUR |
2025-03-21 |
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: |
2025-03-21 |
Issue date: |
2023-10-02 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
0.00 |
Time value: |
0.47 |
Break-even: |
48.74 |
Moneyness: |
1.00 |
Premium: |
0.11 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
4.41% |
Delta: |
0.59 |
Theta: |
-0.01 |
Omega: |
5.48 |
Rho: |
0.16 |
Quote data
Open: |
0.452 |
High: |
0.457 |
Low: |
0.450 |
Previous Close: |
0.458 |
Turnover: |
- |
Market phase: |
X RC P |
All quotes in EUR
Performance
1 Week |
|
|
+3.39% |
1 Month |
|
|
-6.73% |
3 Months |
|
|
+112.56% |
YTD |
|
|
+172.02% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.477 |
0.438 |
1M High / 1M Low: |
0.580 |
0.377 |
6M High / 6M Low: |
0.580 |
0.138 |
High (YTD): |
2024-06-03 |
0.580 |
Low (YTD): |
2024-03-05 |
0.138 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.453 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.484 |
Avg. volume 1M: |
|
869.565 |
Avg. price 6M: |
|
0.311 |
Avg. volume 6M: |
|
227.559 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.30% |
Volatility 6M: |
|
110.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |