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RBI Call 32 EBO 20.09.2024/  AT0000A33AW0  /

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
1.31EUR +3.15% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 32.00 - 2024-09-20 Call
 

Master data

WKN: RC08VZ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.32
Leverage: Yes

Calculated values

Fair value: 1.35
Intrinsic value: 1.31
Implied volatility: 0.37
Historic volatility: 0.18
Parity: 1.31
Time value: 0.05
Break-even: 45.60
Moneyness: 1.41
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.49%
Delta: 0.97
Theta: -0.01
Omega: 3.20
Rho: 0.09
 

Quote data

Open: 1.31
High: 1.31
Low: 1.31
Previous Close: 1.27
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.27%
1 Month  
+5.65%
3 Months  
+118.33%
YTD  
+118.33%
1 Year  
+172.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.34 1.27
1M High / 1M Low: 1.55 1.24
6M High / 6M Low: 1.55 0.53
High (YTD): 2024-05-21 1.55
Low (YTD): 2024-03-05 0.55
52W High: 2024-05-21 1.55
52W Low: 2023-09-26 0.34
Avg. price 1W:   1.30
Avg. volume 1W:   0.00
Avg. price 1M:   1.37
Avg. volume 1M:   0.00
Avg. price 6M:   0.89
Avg. volume 6M:   0.00
Avg. price 1Y:   0.68
Avg. volume 1Y:   0.00
Volatility 1M:   60.86%
Volatility 6M:   70.66%
Volatility 1Y:   76.90%
Volatility 3Y:   -