RBI Call/Erste Group 24-25
/ AT0000A3BU54
RBI Call/Erste Group 24-25/ AT0000A3BU54 /
05/07/2024 12:06:51 |
Chg.+0.008 |
Bid17:29:56 |
Ask17:29:56 |
Underlying |
Strike price |
Expiration date |
Option type |
0.706EUR |
+1.15% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
44.00 EUR |
19/09/2025 |
Call |
Master data
WKN: |
RC1DVN |
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: |
19/09/2025 |
Issue date: |
08/04/2024 |
Last trading day: |
18/09/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
0.22 |
Time value: |
0.50 |
Break-even: |
51.17 |
Moneyness: |
1.05 |
Premium: |
0.11 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
2.87% |
Delta: |
0.68 |
Theta: |
-0.01 |
Omega: |
4.40 |
Rho: |
0.29 |
Quote data
Open: |
0.710 |
High: |
0.710 |
Low: |
0.706 |
Previous Close: |
0.698 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+22.57% |
1 Month |
|
|
+12.24% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.706 |
0.608 |
1M High / 1M Low: |
0.706 |
0.455 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.657 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.568 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |