RBI Call/Erste Group 24-25
/ AT0000A3BU70
RBI Call/Erste Group 24-25/ AT0000A3BU70 /
| 7/26/2024 9:15:00 AM |
Chg.+0.100 |
Bid4:31:32 PM |
Ask4:31:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
+8.13% |
1.400
Bid Size: 10,000 |
1.420
Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
36.00 EUR |
9/19/2025 |
Call |
Master data
| WKN: |
RC1DVQ |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
9/19/2025 |
| Issue date: |
4/8/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
1.18 |
| Time value: |
0.19 |
| Break-even: |
49.70 |
| Moneyness: |
1.33 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.48% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
3.24 |
| Rho: |
0.35 |
Quote data
| Open: |
1.330 |
| High: |
1.330 |
| Low: |
1.330 |
| Previous Close: |
1.230 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.31% |
| 1 Month |
|
|
+24.30% |
| 3 Months |
|
|
+56.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
1.230 |
| 1M High / 1M Low: |
1.330 |
1.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.228 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
