RBI Call 34 EBO 21.03.2025
/ AT0000A378N5
RBI Call 34 EBO 21.03.2025/ AT0000A378N5 /
| 2024-09-24 9:16:00 AM |
Chg.-0.04 |
Bid10:18:03 AM |
Ask10:18:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
-2.70% |
1.45
Bid Size: 10,000 |
1.47
Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
34.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A50 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
1.37 |
| Time value: |
0.10 |
| Break-even: |
48.70 |
| Moneyness: |
1.40 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.38% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
3.01 |
| Rho: |
0.14 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.37% |
| 1 Month |
|
|
-2.70% |
| 3 Months |
|
|
+26.32% |
| YTD |
|
|
+166.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.45 |
| 1M High / 1M Low: |
1.65 |
1.42 |
| 6M High / 6M Low: |
1.65 |
0.70 |
| High (YTD): |
2024-09-03 |
1.65 |
| Low (YTD): |
2024-03-05 |
0.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.96% |
| Volatility 6M: |
|
71.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
