RBI Put/Erste Group 24-25
/ AT0000A3D7H8
RBI Put/Erste Group 24-25/ AT0000A3D7H8 /
14/08/2024 12:03:58 |
Chg.-0.021 |
Bid17:29:55 |
Ask17:29:55 |
Underlying |
Strike price |
Expiration date |
Option type |
0.308EUR |
-6.38% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
46.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
RC1EPF |
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: |
21/03/2025 |
Issue date: |
29/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-13.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.20 |
Parity: |
-0.01 |
Time value: |
0.35 |
Break-even: |
42.48 |
Moneyness: |
1.00 |
Premium: |
0.08 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
6.02% |
Delta: |
-0.41 |
Theta: |
-0.01 |
Omega: |
-5.42 |
Rho: |
-0.14 |
Quote data
Open: |
0.308 |
High: |
0.308 |
Low: |
0.308 |
Previous Close: |
0.329 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-22.42% |
1 Month |
|
|
-7.23% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.397 |
0.329 |
1M High / 1M Low: |
0.397 |
0.297 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.351 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.330 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |