RBI Call/Erste Group 24-25
/ AT0000A3D5W1
RBI Call/Erste Group 24-25/ AT0000A3D5W1 /
| 11/8/2024 12:06:28 PM |
Chg.-0.058 |
Bid2:41:35 PM |
Ask2:41:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-8.31% |
0.615
Bid Size: 10,000 |
0.635
Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
48.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
RC1EMU |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/29/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.52 |
| Time value: |
0.17 |
| Break-even: |
54.93 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.97% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
6.00 |
| Rho: |
0.12 |
Quote data
| Open: |
0.681 |
| High: |
0.681 |
| Low: |
0.640 |
| Previous Close: |
0.698 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.16% |
| 1 Month |
|
|
+49.18% |
| 3 Months |
|
|
+101.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.698 |
0.640 |
| 1M High / 1M Low: |
0.698 |
0.377 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.660 |
| Avg. volume 1W: |
|
1,666.667 |
| Avg. price 1M: |
|
0.490 |
| Avg. volume 1M: |
|
312.500 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
