RBI Call/Erste Group 24-25
/ AT0000A3BU62
RBI Call/Erste Group 24-25/ AT0000A3BU62 /
25/09/2024 12:06:06 |
Chg.-0.006 |
Bid12:54:23 |
Ask12:54:23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.463EUR |
-1.28% |
0.475 Bid Size: 10,000 |
0.495 Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
48.00 EUR |
19/09/2025 |
Call |
Master data
WKN: |
RC1DVP |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 EUR |
Maturity: |
19/09/2025 |
Issue date: |
08/04/2024 |
Last trading day: |
18/09/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.20 |
Parity: |
-0.05 |
Time value: |
0.48 |
Break-even: |
52.82 |
Moneyness: |
0.99 |
Premium: |
0.11 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
4.33% |
Delta: |
0.58 |
Theta: |
-0.01 |
Omega: |
5.74 |
Rho: |
0.22 |
Quote data
Open: |
0.438 |
High: |
0.463 |
Low: |
0.438 |
Previous Close: |
0.469 |
Turnover: |
- |
Market phase: |
X RC P |
All quotes in EUR
Performance
1 Week |
|
|
-2.94% |
1 Month |
|
|
-12.31% |
3 Months |
|
|
+28.97% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.523 |
0.469 |
1M High / 1M Low: |
0.623 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.502 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.523 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |