EGB Put/RBI 24-24/ AT0000A3AEG3 /
15/08/2024 17:25:00 | Chg.-0.018 | Bid17:28:54 | Ask17:28:54 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.128EUR | -12.33% | - Bid Size: - |
- Ask Size: - |
RAIFFEISEN BK INTL I... | 18.00 EUR | 20/09/2024 | Put |
Master data
WKN: | EB1GAT |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | RAIFFEISEN BK INTL INH. |
Type: | Warrant |
Option type: | Put |
Strike price: | 18.00 EUR |
Maturity: | 20/09/2024 |
Issue date: | 02/02/2024 |
Last trading day: | 17/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -10.51 |
Leverage: | Yes |
Calculated values
Fair value: | 0.13 |
---|---|
Intrinsic value: | 0.12 |
Implied volatility: | 0.43 |
Historic volatility: | 0.29 |
Parity: | 0.12 |
Time value: | 0.04 |
Break-even: | 16.40 |
Moneyness: | 1.07 |
Premium: | 0.02 |
Premium p.a.: | 0.28 |
Spread abs.: | 0.02 |
Spread %: | 15.94% |
Delta: | -0.66 |
Theta: | -0.01 |
Omega: | -6.91 |
Rho: | -0.01 |
Quote data
Open: | 0.137 |
---|---|
High: | 0.140 |
Low: | 0.123 |
Previous Close: | 0.146 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -30.81% | ||
---|---|---|---|
1 Month | +4.92% | ||
3 Months | -23.81% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.185 | 0.146 |
---|---|---|
1M High / 1M Low: | 0.199 | 0.066 |
6M High / 6M Low: | 0.242 | 0.066 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.163 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.128 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.159 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 321.27% | |
Volatility 6M: | 214.41% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |