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RBI Call 36 EBO 20.09.2024/  AT0000A33AY6  /

EUWAX
24/06/2024  09:15:30 Chg.-0.042 Bid10:24:52 Ask10:24:52 Underlying Strike price Expiration date Option type
0.841EUR -4.76% 0.828
Bid Size: 10,000		 0.848
Ask Size: 10,000		 ERSTE GROUP BNK INH.... 36.00 - 20/09/2024 Call
 

Master data

WKN: RC08V1
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.26
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.74
Implied volatility: 0.37
Historic volatility: 0.19
Parity: 0.74
Time value: 0.08
Break-even: 44.25
Moneyness: 1.21
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 2.48%
Delta: 0.88
Theta: -0.01
Omega: 4.61
Rho: 0.07
 

Quote data

Open: 0.841
High: 0.841
Low: 0.841
Previous Close: 0.883
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.58%
1 Month
  -20.66%
3 Months  
+71.98%
YTD  
+144.48%
1 Year  
+236.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.883 0.734
1M High / 1M Low: 1.060 0.734
6M High / 6M Low: 1.150 0.274
High (YTD): 21/05/2024 1.150
Low (YTD): 05/03/2024 0.274
52W High: 21/05/2024 1.150
52W Low: 26/09/2023 0.187
Avg. price 1W:   0.809
Avg. volume 1W:   0.000
Avg. price 1M:   0.900
Avg. volume 1M:   0.000
Avg. price 6M:   0.632
Avg. volume 6M:   0.000
Avg. price 1Y:   0.457
Avg. volume 1Y:   0.000
Volatility 1M:   107.42%
Volatility 6M:   100.11%
Volatility 1Y:   101.30%
Volatility 3Y:   -