OverviewChartNewsTraderScreen

RBI Call 26 EBO 20.09.2024/  AT0000A33B27  /

EUWAX
2024-05-31  9:16:11 AM Chg.+0.04 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.89EUR +2.16% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 26.00 - 2024-09-20 Call
 

Master data

WKN: RC08V5
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.32
Leverage: Yes

Calculated values

Fair value: 1.94
Intrinsic value: 1.91
Implied volatility: 0.36
Historic volatility: 0.18
Parity: 1.91
Time value: 0.03
Break-even: 45.40
Moneyness: 1.73
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 1.04%
Delta: 1.00
Theta: 0.00
Omega: 2.32
Rho: 0.08
 

Quote data

Open: 1.89
High: 1.89
Low: 1.89
Previous Close: 1.85
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.25%
1 Month  
+7.39%
3 Months  
+62.93%
YTD  
+70.27%
1 Year  
+142.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.92 1.85
1M High / 1M Low: 2.15 1.84
6M High / 6M Low: 2.15 1.03
High (YTD): 2024-05-21 2.15
Low (YTD): 2024-01-03 1.09
52W High: 2024-05-21 2.15
52W Low: 2023-06-23 0.72
Avg. price 1W:   1.88
Avg. volume 1W:   0.00
Avg. price 1M:   1.97
Avg. volume 1M:   0.00
Avg. price 6M:   1.46
Avg. volume 6M:   0.00
Avg. price 1Y:   1.16
Avg. volume 1Y:   0.00
Volatility 1M:   45.35%
Volatility 6M:   45.24%
Volatility 1Y:   51.54%
Volatility 3Y:   -