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RBI Call 36 EBO 20.09.2024/  AT0000A33AY6  /

EUWAX
2024-05-31  9:16:11 AM Chg.+0.041 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.933EUR +4.60% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 36.00 - 2024-09-20 Call
 

Master data

WKN: RC08V1
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.61
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.91
Implied volatility: 0.32
Historic volatility: 0.18
Parity: 0.91
Time value: 0.07
Break-even: 45.79
Moneyness: 1.25
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 2.09%
Delta: 0.93
Theta: -0.01
Omega: 4.26
Rho: 0.10
 

Quote data

Open: 0.933
High: 0.933
Low: 0.933
Previous Close: 0.892
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.98%
1 Month  
+21.33%
3 Months  
+195.25%
YTD  
+171.22%
1 Year  
+211.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.959 0.892
1M High / 1M Low: 1.150 0.847
6M High / 6M Low: 1.150 0.274
High (YTD): 2024-05-21 1.150
Low (YTD): 2024-03-05 0.274
52W High: 2024-05-21 1.150
52W Low: 2023-09-26 0.187
Avg. price 1W:   0.924
Avg. volume 1W:   0.000
Avg. price 1M:   0.979
Avg. volume 1M:   0.000
Avg. price 6M:   0.565
Avg. volume 6M:   0.000
Avg. price 1Y:   0.423
Avg. volume 1Y:   0.000
Volatility 1M:   82.10%
Volatility 6M:   96.93%
Volatility 1Y:   99.63%
Volatility 3Y:   -