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: |
|
- |