EGB Put/RBI 24-25/ AT0000A3CH92 /
8/16/2024 5:25:00 PM | Chg.-0.003 | Bid5:28:30 PM | Ask5:28:30 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.070EUR | -4.11% | - Bid Size: - |
- Ask Size: - |
RAIFFEISEN BK INTL I... | 15.00 EUR | 3/21/2025 | Put |
Master data
WKN: | EB1LF6 |
---|---|
Issuer: | Erste Bank d. österr. Sparkassen |
Currency: | EUR |
Underlying: | RAIFFEISEN BK INTL INH. |
Type: | Warrant |
Option type: | Put |
Strike price: | 15.00 EUR |
Maturity: | 3/21/2025 |
Issue date: | 4/18/2024 |
Last trading day: | 3/18/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -17.82 |
Leverage: | Yes |
Calculated values
Fair value: | 0.06 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.39 |
Historic volatility: | 0.29 |
Parity: | -0.19 |
Time value: | 0.10 |
Break-even: | 14.05 |
Moneyness: | 0.89 |
Premium: | 0.17 |
Premium p.a.: | 0.30 |
Spread abs.: | 0.02 |
Spread %: | 28.38% |
Delta: | -0.26 |
Theta: | 0.00 |
Omega: | -4.72 |
Rho: | -0.03 |
Quote data
Open: | 0.072 |
---|---|
High: | 0.073 |
Low: | 0.070 |
Previous Close: | 0.073 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -21.35% | ||
---|---|---|---|
1 Month | -13.58% | ||
3 Months | -17.65% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.089 | 0.073 |
---|---|---|
1M High / 1M Low: | 0.104 | 0.059 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.081 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.079 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 158.78% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |