RBI Put 32 EBO 21.03.2025
/ AT0000A37A57
RBI Put 32 EBO 21.03.2025/ AT0000A37A57 /
2024-09-24 9:16:03 AM |
Chg.+0.001 |
Bid1:37:39 PM |
Ask1:37:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.005EUR |
+25.00% |
0.005 Bid Size: 10,000 |
0.025 Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
32.00 EUR |
2025-03-21 |
Put |
Master data
WKN: |
RC1A7H |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
32.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2023-10-02 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-198.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.20 |
Parity: |
-1.57 |
Time value: |
0.02 |
Break-even: |
31.76 |
Moneyness: |
0.67 |
Premium: |
0.33 |
Premium p.a.: |
0.81 |
Spread abs.: |
0.02 |
Spread %: |
500.00% |
Delta: |
-0.04 |
Theta: |
0.00 |
Omega: |
-8.49 |
Rho: |
-0.01 |
Quote data
Open: |
0.005 |
High: |
0.005 |
Low: |
0.005 |
Previous Close: |
0.004 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-16.67% |
3 Months |
|
|
-87.18% |
YTD |
|
|
-98.16% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.006 |
0.003 |
1M High / 1M Low: |
0.010 |
0.003 |
6M High / 6M Low: |
0.137 |
0.003 |
High (YTD): |
2024-01-03 |
0.276 |
Low (YTD): |
2024-09-20 |
0.003 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.004 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.007 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.036 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
614.71% |
Volatility 6M: |
|
362.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |