RBI Call 32 EBO 21.03.2025
/ AT0000A378M7
RBI Call 32 EBO 21.03.2025/ AT0000A378M7 /
| 2024-06-21 9:16:42 AM |
Chg.+0.05 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
+3.82% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
32.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A5Z |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
1.14 |
| Time value: |
0.15 |
| Break-even: |
44.90 |
| Moneyness: |
1.36 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.57% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
3.04 |
| Rho: |
0.20 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.48% |
| 1 Month |
|
|
-9.33% |
| 3 Months |
|
|
+56.32% |
| YTD |
|
|
+106.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.20 |
| 1M High / 1M Low: |
1.52 |
1.20 |
| 6M High / 6M Low: |
1.55 |
0.62 |
| High (YTD): |
2024-05-21 |
1.55 |
| Low (YTD): |
2024-03-05 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.71% |
| Volatility 6M: |
|
62.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
