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RBI Call/Erste Group 23-24/  AT0000A33AU4  /

Wien OS
2024-06-05  12:06:22 PM Chg.-0.040 Bid5:04:47 PM Ask5:04:47 PM Underlying Strike price Expiration date Option type
1.710EUR -2.29% -
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: 2.65
Leverage: Yes

Calculated values

Fair value: 1.64
Intrinsic value: 1.61
Implied volatility: 0.53
Historic volatility: 0.18
Parity: 1.61
Time value: 0.05
Break-even: 44.60
Moneyness: 1.57
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.22%
Delta: 0.96
Theta: -0.01
Omega: 2.55
Rho: 0.08
 

Quote data

Open: 1.670
High: 1.710
Low: 1.670
Previous Close: 1.750
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.59%
1 Month  
+1.79%
3 Months  
+79.25%
YTD  
+88.53%
1 Year  
+157.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.820 1.700
1M High / 1M Low: 1.950 1.670
6M High / 6M Low: 1.950 0.850
High (YTD): 2024-05-21 1.950
Low (YTD): 2024-03-05 0.923
52W High: 2024-05-21 1.950
52W Low: 2023-06-26 0.568
Avg. price 1W:   1.742
Avg. volume 1W:   0.000
Avg. price 1M:   1.786
Avg. volume 1M:   0.000
Avg. price 6M:   1.283
Avg. volume 6M:   0.000
Avg. price 1Y:   1.003
Avg. volume 1Y:   0.000
Volatility 1M:   56.13%
Volatility 6M:   52.93%
Volatility 1Y:   57.78%
Volatility 3Y:   -