EGB Put/RBI 24-25/ AT0000A3AET6 /
17/09/2024 17:25:00 | Chg.-0.030 | Bid17:29:18 | Ask17:29:18 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.235EUR | -11.32% | - Bid Size: - |
- Ask Size: - |
RAIFFEISEN BK INTL I... | 19.00 EUR | 21/03/2025 | Put |
Master data
WKN: | EB1GAG |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | RAIFFEISEN BK INTL INH. |
Type: | Warrant |
Option type: | Put |
Strike price: | 19.00 EUR |
Maturity: | 21/03/2025 |
Issue date: | 02/02/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -6.06 |
Leverage: | Yes |
Calculated values
Fair value: | 0.24 |
---|---|
Intrinsic value: | 0.19 |
Implied volatility: | 0.38 |
Historic volatility: | 0.30 |
Parity: | 0.19 |
Time value: | 0.09 |
Break-even: | 16.18 |
Moneyness: | 1.11 |
Premium: | 0.05 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.02 |
Spread %: | 8.46% |
Delta: | -0.57 |
Theta: | 0.00 |
Omega: | -3.49 |
Rho: | -0.06 |
Quote data
Open: | 0.260 |
---|---|
High: | 0.261 |
Low: | 0.235 |
Previous Close: | 0.265 |
Turnover: | - |
Market phase: | OP |
All quotes in EUR
Performance
1 Week | -17.25% | ||
---|---|---|---|
1 Month | -9.96% | ||
3 Months | -29.00% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.284 | 0.235 |
---|---|---|
1M High / 1M Low: | 0.285 | 0.187 |
6M High / 6M Low: | 0.358 | 0.187 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.266 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.239 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.274 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 189.51% | |
Volatility 6M: | 124.54% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |