RBI Call 26 EBO 20.09.2024
/ AT0000A33B27
RBI Call 26 EBO 20.09.2024/ AT0000A33B27 /
| 2024-06-21 9:16:01 AM |
Chg.+0.06 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.85EUR |
+3.35% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
26.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
RC08V5 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.19 |
| Parity: |
1.74 |
| Time value: |
0.04 |
| Break-even: |
43.80 |
| Moneyness: |
1.67 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.14% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
2.37 |
| Rho: |
0.06 |
Quote data
| Open: |
1.85 |
| High: |
1.85 |
| Low: |
1.85 |
| Previous Close: |
1.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.19% |
| 1 Month |
|
|
-11.90% |
| 3 Months |
|
|
+29.37% |
| YTD |
|
|
+66.67% |
| 1 Year |
|
|
+143.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.85 |
1.68 |
| 1M High / 1M Low: |
2.12 |
1.68 |
| 6M High / 6M Low: |
2.15 |
1.08 |
| High (YTD): |
2024-05-21 |
2.15 |
| Low (YTD): |
2024-01-03 |
1.09 |
| 52W High: |
2024-05-21 |
2.15 |
| 52W Low: |
2023-06-23 |
0.72 |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.22 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
57.81% |
| Volatility 6M: |
|
47.09% |
| Volatility 1Y: |
|
52.08% |
| Volatility 3Y: |
|
- |
