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RBI Call 28 EBO 20.09.2024/  AT0000A33AU4  /

EUWAX
2024-05-31  9:16:11 AM Chg.+0.05 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.70EUR +3.03% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 28.00 - 2024-09-20 Call
 

Master data

WKN: RC08VX
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.58
Leverage: Yes

Calculated values

Fair value: 1.74
Intrinsic value: 1.71
Implied volatility: 0.45
Historic volatility: 0.18
Parity: 1.71
Time value: 0.04
Break-even: 45.50
Moneyness: 1.61
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 1.16%
Delta: 0.98
Theta: -0.01
Omega: 2.53
Rho: 0.08
 

Quote data

Open: 1.70
High: 1.70
Low: 1.70
Previous Close: 1.65
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.60%
1 Month  
+3.66%
3 Months  
+77.08%
YTD  
+82.80%
1 Year  
+146.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.73 1.65
1M High / 1M Low: 1.95 1.64
6M High / 6M Low: 1.95 0.85
High (YTD): 2024-05-21 1.95
Low (YTD): 2024-01-03 0.90
52W High: 2024-05-21 1.95
52W Low: 2023-09-26 0.58
Avg. price 1W:   1.69
Avg. volume 1W:   0.00
Avg. price 1M:   1.77
Avg. volume 1M:   0.00
Avg. price 6M:   1.27
Avg. volume 6M:   0.00
Avg. price 1Y:   0.99
Avg. volume 1Y:   0.00
Volatility 1M:   49.07%
Volatility 6M:   52.35%
Volatility 1Y:   58.88%
Volatility 3Y:   -