RBI Call/Erste Group 23-25
/ AT0000A378S4
RBI Call/Erste Group 23-25/ AT0000A378S4 /
| 8/16/2024 12:05:42 PM |
Chg.+0.067 |
Bid5:29:56 PM |
Ask5:29:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.642EUR |
+11.65% |
-
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: |
7.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
0.35 |
| Time value: |
0.27 |
| Break-even: |
50.22 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
3.32% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
5.53 |
| Rho: |
0.17 |
Quote data
| Open: |
0.640 |
| High: |
0.642 |
| Low: |
0.640 |
| Previous Close: |
0.575 |
| Turnover: |
3,200 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.45% |
| 1 Month |
|
|
+4.73% |
| 3 Months |
|
|
+40.79% |
| YTD |
|
|
+282.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.575 |
0.525 |
| 1M High / 1M Low: |
0.681 |
0.461 |
| 6M High / 6M Low: |
0.681 |
0.138 |
| High (YTD): |
7/29/2024 |
0.681 |
| Low (YTD): |
3/5/2024 |
0.138 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.582 |
| Avg. volume 1M: |
|
312.500 |
| Avg. price 6M: |
|
0.397 |
| Avg. volume 6M: |
|
282.500 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.81% |
| Volatility 6M: |
|
116.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
