Raiffeisen Bank International AG Kauf-OS 26.03.25 EBS 40
/ AT0000A378R6
Raiffeisen Bank International AG .../ AT0000A378R6 /
2024-09-24 12:00:00 AM |
Chg.-0.02 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.91EUR |
-2.36% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
40.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
RC1A53 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2023-10-02 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.86 |
Intrinsic value: |
0.77 |
Implied volatility: |
0.32 |
Historic volatility: |
0.20 |
Parity: |
0.77 |
Time value: |
0.17 |
Break-even: |
49.41 |
Moneyness: |
1.19 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
2.17% |
Delta: |
0.83 |
Theta: |
-0.01 |
Omega: |
4.22 |
Rho: |
0.15 |
Quote data
Open: |
0.91 |
High: |
0.91 |
Low: |
0.91 |
Previous Close: |
0.93 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.09% |
1 Month |
|
|
-8.08% |
3 Months |
|
|
+30.00% |
YTD |
|
|
+213.79% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.01 |
0.91 |
1M High / 1M Low: |
1.14 |
0.87 |
6M High / 6M Low: |
1.14 |
0.37 |
High (YTD): |
2024-09-02 |
1.14 |
Low (YTD): |
2024-03-04 |
0.25 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.95 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.98 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.76 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.86% |
Volatility 6M: |
|
97.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |