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RBI Call/Erste Group 23-24/  AT0000A33B01  /

Wien OS
2024-05-10  12:04:53 PM Chg.+0.012 Bid5:29:50 PM Ask5:29:50 PM Underlying Strike price Expiration date Option type
0.238EUR +5.31% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 44.00 - 2024-09-20 Call
 

Master data

WKN: RC08V3
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.62
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.17
Implied volatility: 0.12
Historic volatility: 0.18
Parity: 0.17
Time value: 0.11
Break-even: 46.75
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 7.84%
Delta: 0.78
Theta: -0.01
Omega: 12.90
Rho: 0.12
 

Quote data

Open: 0.242
High: 0.242
Low: 0.238
Previous Close: 0.226
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.03%
1 Month  
+61.90%
3 Months  
+85.94%
YTD  
+180.00%
1 Year  
+60.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.257 0.204
1M High / 1M Low: 0.257 0.086
6M High / 6M Low: 0.257 0.047
High (YTD): 2024-05-08 0.257
Low (YTD): 2024-03-05 0.047
52W High: 2024-05-08 0.257
52W Low: 2023-10-23 0.043
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.181
Avg. volume 1M:   0.000
Avg. price 6M:   0.118
Avg. volume 6M:   233.871
Avg. price 1Y:   0.109
Avg. volume 1Y:   115.079
Volatility 1M:   249.13%
Volatility 6M:   192.58%
Volatility 1Y:   168.64%
Volatility 3Y:   -