RBI Put/Erste Group 24-25
/ AT0000A3D7F2
RBI Put/Erste Group 24-25/ AT0000A3D7F2 /
| 2024-06-27 9:47:36 AM |
Chg.+0.007 |
Bid5:29:58 PM |
Ask5:29:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.645EUR |
+1.10% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
46.00 EUR |
2025-09-19 |
Put |
Master data
| WKN: |
RC1EPD |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 EUR |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-05-29 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
0.20 |
| Time value: |
0.47 |
| Break-even: |
39.31 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
3.08% |
| Delta: |
-0.42 |
| Theta: |
0.00 |
| Omega: |
-2.79 |
| Rho: |
-0.31 |
Quote data
| Open: |
0.648 |
| High: |
0.651 |
| Low: |
0.645 |
| Previous Close: |
0.638 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.98% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.658 |
0.628 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.645 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
