RBI Call 40 EBO 21.03.2025
/ AT0000A378R6
RBI Call 40 EBO 21.03.2025/ AT0000A378R6 /
| 2024-06-19 9:17:08 AM |
Chg.+0.004 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.655EUR |
+0.61% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
40.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A53 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.34 |
| Time value: |
0.33 |
| Break-even: |
46.75 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
3.05% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
4.58 |
| Rho: |
0.18 |
Quote data
| Open: |
0.655 |
| High: |
0.655 |
| Low: |
0.655 |
| Previous Close: |
0.651 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.41% |
| 1 Month |
|
|
-7.88% |
| 3 Months |
|
|
+107.94% |
| YTD |
|
|
+134.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.723 |
0.599 |
| 1M High / 1M Low: |
0.827 |
0.599 |
| 6M High / 6M Low: |
0.827 |
0.232 |
| High (YTD): |
2024-06-03 |
0.827 |
| Low (YTD): |
2024-03-05 |
0.232 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.741 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.464 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.33% |
| Volatility 6M: |
|
90.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
