RBI Call/Erste Group 24-25
/ AT0000A3BU47
RBI Call/Erste Group 24-25/ AT0000A3BU47 /
| 2024-11-08 12:06:28 PM |
Chg.-0.060 |
Bid5:29:51 PM |
Ask5:29:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.390EUR |
-4.14% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
40.00 EUR |
2025-09-19 |
Call |
Master data
| WKN: |
RC1DVM |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
1.32 |
| Time value: |
0.14 |
| Break-even: |
54.60 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.39% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
3.42 |
| Rho: |
0.30 |
Quote data
| Open: |
1.430 |
| High: |
1.430 |
| Low: |
1.390 |
| Previous Close: |
1.450 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.46% |
| 1 Month |
|
|
+28.70% |
| 3 Months |
|
|
+62.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.450 |
1.370 |
| 1M High / 1M Low: |
1.450 |
1.030 |
| 6M High / 6M Low: |
1.450 |
0.652 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.403 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.181 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.955 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.45% |
| Volatility 6M: |
|
70.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
