RBI Put 110 MYM 21.03.2025
/ AT0000A3D7Y3
RBI Put 110 MYM 21.03.2025/ AT0000A3D7Y3 /
13/09/2024 09:15:23 |
Chg.+0.05 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
2.09EUR |
+2.45% |
- Bid Size: - |
- Ask Size: - |
MAYR-MELNHOF KARTON |
110.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
RC1EPW |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
MAYR-MELNHOF KARTON |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
29/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.97 |
Intrinsic value: |
1.97 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
1.97 |
Time value: |
0.09 |
Break-even: |
89.40 |
Moneyness: |
1.22 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.02 |
Spread %: |
0.98% |
Delta: |
-0.75 |
Theta: |
-0.01 |
Omega: |
-3.27 |
Rho: |
-0.45 |
Quote data
Open: |
2.09 |
High: |
2.09 |
Low: |
2.09 |
Previous Close: |
2.04 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.37% |
1 Month |
|
|
+77.12% |
3 Months |
|
|
+154.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.09 |
1.87 |
1M High / 1M Low: |
2.09 |
1.10 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.99 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.50 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |