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RBI Call/Erste Group 23-24/  AT0000A33AW0  /

Wien OS
28/05/2024  12:04:49 Chg.+0.040 Bid12:09:10 Ask12:09:10 Underlying Strike price Expiration date Option type
1.330EUR +3.10% 1.330
Bid Size: 10,000		 1.350
Ask Size: 10,000		 ERSTE GROUP BNK INH.... 32.00 - 20/09/2024 Call
 

Master data

WKN: RC08VZ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.39
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 1.25
Implied volatility: 0.41
Historic volatility: 0.18
Parity: 1.25
Time value: 0.06
Break-even: 45.10
Moneyness: 1.39
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.55%
Delta: 0.95
Theta: -0.01
Omega: 3.21
Rho: 0.09
 

Quote data

Open: 1.270
High: 1.330
Low: 1.270
Previous Close: 1.290
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week
  -14.19%
1 Month  
+5.56%
3 Months  
+80.46%
YTD  
+129.71%
1 Year  
+202.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.550 1.290
1M High / 1M Low: 1.550 1.160
6M High / 6M Low: 1.550 0.535
High (YTD): 21/05/2024 1.550
Low (YTD): 05/03/2024 0.561
52W High: 21/05/2024 1.550
52W Low: 26/09/2023 0.342
Avg. price 1W:   1.468
Avg. volume 1W:   0.000
Avg. price 1M:   1.374
Avg. volume 1M:   0.000
Avg. price 6M:   0.872
Avg. volume 6M:   12.097
Avg. price 1Y:   0.664
Avg. volume 1Y:   11.858
Volatility 1M:   74.36%
Volatility 6M:   73.20%
Volatility 1Y:   77.14%
Volatility 3Y:   -