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RBI Call 36 EBO 20.09.2024/  AT0000A33AY6  /

EUWAX
6/17/2024  9:16:08 AM Chg.-0.028 Bid1:26:47 PM Ask1:26:47 PM Underlying Strike price Expiration date Option type
0.734EUR -3.67% 0.745
Bid Size: 10,000		 0.765
Ask Size: 10,000		 ERSTE GROUP BNK INH.... 36.00 - 9/20/2024 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: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.89
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.60
Implied volatility: 0.37
Historic volatility: 0.19
Parity: 0.60
Time value: 0.11
Break-even: 43.13
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 2.89%
Delta: 0.83
Theta: -0.01
Omega: 4.90
Rho: 0.07
 

Quote data

Open: 0.734
High: 0.734
Low: 0.734
Previous Close: 0.762
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.90%
1 Month
  -28.74%
3 Months  
+123.10%
YTD  
+113.37%
1 Year  
+122.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.922 0.762
1M High / 1M Low: 1.150 0.762
6M High / 6M Low: 1.150 0.274
High (YTD): 5/21/2024 1.150
Low (YTD): 3/5/2024 0.274
52W High: 5/21/2024 1.150
52W Low: 9/26/2023 0.187
Avg. price 1W:   0.878
Avg. volume 1W:   0.000
Avg. price 1M:   0.971
Avg. volume 1M:   0.000
Avg. price 6M:   0.612
Avg. volume 6M:   0.000
Avg. price 1Y:   0.447
Avg. volume 1Y:   0.000
Volatility 1M:   108.93%
Volatility 6M:   98.81%
Volatility 1Y:   101.59%
Volatility 3Y:   -