EGB Put/RBI 24-24/ AT0000A3AEM1 /
2024-07-16 5:25:00 PM | Chg.+0.005 | Bid5:29:01 PM | Ask5:29:01 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.195EUR | +2.63% | - Bid Size: - |
- Ask Size: - |
RAIFFEISEN BK INTL I... | 19.00 EUR | 2024-09-20 | Put |
Master data
WKN: | EB1GAN |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | RAIFFEISEN BK INTL INH. |
Type: | Warrant |
Option type: | Put |
Strike price: | 19.00 EUR |
Maturity: | 2024-09-20 |
Issue date: | 2024-02-02 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -8.41 |
Leverage: | Yes |
Calculated values
Fair value: | 0.18 |
---|---|
Intrinsic value: | 0.16 |
Implied volatility: | 0.39 |
Historic volatility: | 0.28 |
Parity: | 0.16 |
Time value: | 0.05 |
Break-even: | 16.93 |
Moneyness: | 1.09 |
Premium: | 0.03 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.02 |
Spread %: | 10.70% |
Delta: | -0.66 |
Theta: | -0.01 |
Omega: | -5.55 |
Rho: | -0.02 |
Quote data
Open: | 0.203 |
---|---|
High: | 0.206 |
Low: | 0.195 |
Previous Close: | 0.190 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -9.30% | ||
---|---|---|---|
1 Month | -40.37% | ||
3 Months | -25.86% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.215 | 0.188 |
---|---|---|
1M High / 1M Low: | 0.297 | 0.188 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.204 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.241 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 134.63% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |