EGB Put/RBI 24-25/ AT0000A3CHA5 /
8/16/2024 5:25:00 PM | Chg.-0.003 | Bid5:29:26 PM | Ask5:29:26 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.110EUR | -2.65% | - Bid Size: - |
- Ask Size: - |
RAIFFEISEN BK INTL I... | 15.00 EUR | 6/20/2025 | Put |
Master data
WKN: | EB1LF5 |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | RAIFFEISEN BK INTL INH. |
Type: | Warrant |
Option type: | Put |
Strike price: | 15.00 EUR |
Maturity: | 6/20/2025 |
Issue date: | 4/18/2024 |
Last trading day: | 6/17/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -12.45 |
Leverage: | Yes |
Calculated values
Fair value: | 0.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.41 |
Historic volatility: | 0.29 |
Parity: | -0.19 |
Time value: | 0.14 |
Break-even: | 13.64 |
Moneyness: | 0.89 |
Premium: | 0.19 |
Premium p.a.: | 0.23 |
Spread abs.: | 0.02 |
Spread %: | 18.26% |
Delta: | -0.28 |
Theta: | 0.00 |
Omega: | -3.46 |
Rho: | -0.05 |
Quote data
Open: | 0.113 |
---|---|
High: | 0.114 |
Low: | 0.109 |
Previous Close: | 0.113 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -17.91% | ||
---|---|---|---|
1 Month | +1.85% | ||
3 Months | -14.73% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.127 | 0.110 |
---|---|---|
1M High / 1M Low: | 0.144 | 0.085 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.119 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.113 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 144.24% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |