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RBI Call/Erste Group 23-24/  AT0000A33AY6  /

Wien OS
2024-05-28  12:04:49 PM Chg.+0.040 Bid1:05:31 PM Ask1:05:31 PM Underlying Strike price Expiration date Option type
0.951EUR +4.39% 0.967
Bid Size: 10,000		 0.987
Ask Size: 10,000		 ERSTE GROUP BNK INH.... 36.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.74
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.85
Implied volatility: 0.35
Historic volatility: 0.18
Parity: 0.85
Time value: 0.09
Break-even: 45.38
Moneyness: 1.24
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 2.18%
Delta: 0.89
Theta: -0.01
Omega: 4.23
Rho: 0.10
 

Quote data

Open: 0.894
High: 0.951
Low: 0.894
Previous Close: 0.911
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week
  -17.30%
1 Month  
+10.20%
3 Months  
+122.72%
YTD  
+186.45%
1 Year  
+224.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.150 0.911
1M High / 1M Low: 1.150 0.768
6M High / 6M Low: 1.150 0.279
High (YTD): 2024-05-21 1.150
Low (YTD): 2024-02-29 0.279
52W High: 2024-05-21 1.150
52W Low: 2023-10-23 0.185
Avg. price 1W:   1.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.977
Avg. volume 1M:   75
Avg. price 6M:   0.547
Avg. volume 6M:   80.645
Avg. price 1Y:   0.413
Avg. volume 1Y:   39.526
Volatility 1M:   103.91%
Volatility 6M:   108.45%
Volatility 1Y:   103.62%
Volatility 3Y:   -