RBI Put/Erste Group 24-25
/ AT0000A3D7H8
RBI Put/Erste Group 24-25/ AT0000A3D7H8 /
| 9/17/2024 11:22:54 AM |
Chg.-0.008 |
Bid11:51:21 AM |
Ask11:51:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.238EUR |
-3.25% |
0.227
Bid Size: 10,000 |
0.247
Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
46.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
5/29/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-18.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
-0.17 |
| Time value: |
0.25 |
| Break-even: |
43.46 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
8.55% |
| Delta: |
-0.35 |
| Theta: |
-0.01 |
| Omega: |
-6.66 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.238 |
| High: |
0.238 |
| Low: |
0.238 |
| Previous Close: |
0.246 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.39% |
| 1 Month |
|
|
-11.19% |
| 3 Months |
|
|
-54.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.263 |
0.228 |
| 1M High / 1M Low: |
0.272 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.245 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
