RBI Call 40 EBO 21.03.2025
/ AT0000A378R6
RBI Call 40 EBO 21.03.2025/ AT0000A378R6 /
| 20/06/2024 09:17:08 |
Chg.+0.028 |
Bid10:27:42 |
Ask10:27:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.683EUR |
+4.27% |
0.666
Bid Size: 10,000 |
0.686
Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
40.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
02/10/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.37 |
| Time value: |
0.33 |
| Break-even: |
46.99 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
2.95% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
4.51 |
| Rho: |
0.18 |
Quote data
| Open: |
0.683 |
| High: |
0.683 |
| Low: |
0.683 |
| Previous Close: |
0.655 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.14% |
| 1 Month |
|
|
-14.09% |
| 3 Months |
|
|
+105.72% |
| YTD |
|
|
+144.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.599 |
| 1M High / 1M Low: |
0.827 |
0.599 |
| 6M High / 6M Low: |
0.827 |
0.232 |
| High (YTD): |
03/06/2024 |
0.827 |
| Low (YTD): |
05/03/2024 |
0.232 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.738 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.467 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.08% |
| Volatility 6M: |
|
90.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
