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Erste Group EUR Interest-Cap-Warrant 31.12.2040


2021/04/16 09:05:31
45.825 EUR
Difference -1.99% (-0.79)

General attributes

IssuerErste Group Bank AG
Product typeInterest-Cap-Warrants
Redemption typeobliterative
Issue date2020/09/04
Commencement date2020/12/31
Stock ExchangeErste Bank - OTC

PDF Downloads

Final termsPDF Download
Key Information DocumentPDF Download

Interest-Cap-Warrant Calculator

Calculate the relevant amount of interest-cap-warrants for your loan and their price.

Performance since inception. Performances under 12 month have only little informative value because of the short maturity. Information about previous performance does not guarantee future performance. As of 12 January 2018 the chart displays the price excluding the service fees of the branch.
Source: Erste Group Bank AG
Advantages Risks you should be aware of
  • Your interest rate risk is limited
  • Offers you a transparent calculation basis
  • You are still able to benefit from low rates
  • At any time, you are able to sell back the warrant at market conditions
  • The Interest Cap limits your interest rate risk, in spite of that, the credit margin might vary
  • Loss of the warrant premium
  • Investors bear the credit risk of the Erste Group Bank AG
  • This Interest Cap Warrant is not covered by any deposit guarantee scheme. Investors are exposed to the risk that Erste Group Bank AG may not be able to meet its obligations arising from the Interest Cap Warrant in the event of insolvency or over-indebtedness or from an official order (bail-in regime). A total loss of invested capital is possible.

Interest-Cap-Warrants | Description

The Interest Cap Warrant is a European Call Option on a reference Interest Rate. If the reference rate rises over the pre-defined strike price, the option pays compensation. Hence, the derivative works similar to an insurance policy. In exchange for a one time up front payment, the option premium, the Interest Cap Warrant limits your interest charge, while you are still able to benefit from low rates. Caps are available with various strikes, maturities and redemption schedules, fitting to your EUR financing. If you do not have a sound opinion on the future interest development and want to limit your risk, while at the same time you want to benefit from low rates, the Interest Cap Warrant is the ideal instrument.

Secondary market

Limited over the counter trade is possible. The issuer will carry out as far as possible extraordinary trade in these products, nevertheless, is not obliged to it.

2021/04/14 13:00:50
-0.5380 %
Difference 0.00 (0 Bp)

General attributes

ISIN EU0009652783
Symbol EU3M.OTD
Exchange OTC Data Services
Currency EUR
Security type Interest rate

Market data

Close (prev. day)-0.538%

Performance and Risk

Perf (%)-5.91%-144.55%-63.53%
Perf (abs.)-0.03-0.32-0.21
Scale: ABS REL         Underlying

Add Benchmark:

Information about previous performance does not guarantee future performance.
Source: FactSet

Price data

Ø price 5 days | Ø volume 5 days (pcs.)-0.5416 % (0)
Ø price 30 days | Ø volume 30 days (pcs.)-0.5406 % (0)
Ø price 100 days | Ø volume 100 days (pcs.)-0.5374 % (0)
Ø price 250 days | Ø volume 250 days (pcs.)-0.4601 % (0)
YTD High | date-0.5300 % (2021/02/26)
YTD Low | date-0.5560 % (2021/01/06)
52 Weeks High | date-0.1610 % (2020/04/23)
52 Weeks Low | date-0.5560 % (2021/01/06)

Recent Research

Date Headline Download
2021/04/16 de Wochenausblick PDF Download
2021/04/16 en Week Ahead PDF Download
2021/04/16 en March CPI up by 1.2% y/y PDF Download
2021/04/15 en Credit Markets Weekly PDF Download
2021/04/14 en Central banks not rushing to tighten PDF Download


In our know-how area you can find all relevant details on warrants. The tutorial gives you selected information about the functionality of warrants and assists you in making your investment decision. In our glossary we explain the most important keywords and within the FAQ section you can find answers to the most common questions concerning this topic.


Do you have any further questions which are not covered in our know-how area? Please ask directly our product specialists via our contact form.


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Any information, material and services regarding financial instruments and securities provided by Erste Group Bank AG or any of its affiliates (collectively “Erste Group“) on this and any linked website hereafter (jointly the “Websites”) shall be exclusively to investors who are not subject to any legal sale or purchase restrictions (the “Interested Party“).

The publication and distribution of information as well as offering and selling of products and services described on the Websites is prohibited by law in some jurisdictions. For this reason, persons in countries in which the publication as well as the offering and selling of products and services described on the Websites are not permitted by law, must not enter the Websites and/or acquire the products displayed on the Websites.

Neither Erste Group nor any third party shall offer access to the Websites or offer the products to especially, but not limited to citizen/residents of the United States and “U.S. person” (as defined in Regulation S under the US Securities Act 1933 as amended). For this reason, the distribution or redistribution of the information, materials and products into United States or into any other jurisdiction where it is not permitted under the applicable law, as well as to the citizens/residents of these countries shall be prohibited. The securities displayed on the Websites have not been and will not be registered under the US Securities Act of 1933 and trading in the securities has not been approved for purposes of the US Commodities Exchange Act of 1936. For this reason the securities may, inter alia, not be offered, sold or delivered within the United States or, for the account and benefit of U.S. persons.

The Interested Party is solely responsible to examine, whether he may enter the Websites under the law applicable to it. Erste Group shall not be responsible for the distribution of content of any of the Websites to individuals or entities which provide false information about their right to enter the Websites. For this reason Erste Group shall not be liable for any legal claims or damages which may result from the unauthorized entering or reading of the Websites.

By agreeing to this hereto, the Interested Party confirms that
(i) It has read, understood and accepted this Information and the Disclaimer;
(ii) It informed itself about any possible legal restriction and warrants that it is not restricted or prohibited to enter the Websites according to any law applicable; and
(iii) It does not make available the contents of the Websites to any person who is not qualified by law to enter the Websites.