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RBI Put 21.6741 SEM 20.09.2024/  AT0000A33L25  /

EUWAX
2024-07-03  9:16:00 AM Chg.+0.06 Bid2024-07-03 Ask2024-07-03 Underlying Strike price Expiration date Option type
1.27EUR +4.96% 1.27
Bid Size: 10,000		 1.28
Ask Size: 10,000		 SEMPERIT AG HLDG 21.6741 EUR 2024-09-20 Put
 

Master data

WKN: RC0842
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: SEMPERIT AG HLDG
Type: Warrant
Option type: Put
Strike price: 21.67 EUR
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 8.67:1
Exercise type: American
Quanto: -
Gearing: -0.97
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 1.26
Implied volatility: 1.02
Historic volatility: 0.32
Parity: 1.26
Time value: 0.01
Break-even: 10.67
Moneyness: 2.02
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.79%
Delta: -0.89
Theta: 0.00
Omega: -0.87
Rho: -0.04
 

Quote data

Open: 1.27
High: 1.27
Low: 1.27
Previous Close: 1.21
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.83%
1 Month  
+12.39%
3 Months  
+7.63%
YTD  
+44.32%
1 Year  
+95.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.25 1.20
1M High / 1M Low: 1.25 1.13
6M High / 6M Low: 1.25 0.75
High (YTD): 2024-06-28 1.25
Low (YTD): 2024-01-08 0.75
52W High: 2024-06-28 1.25
52W Low: 2023-09-11 0.52
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.17
Avg. volume 1M:   0.00
Avg. price 6M:   1.06
Avg. volume 6M:   6.30
Avg. price 1Y:   0.91
Avg. volume 1Y:   3.14
Volatility 1M:   25.21%
Volatility 6M:   46.26%
Volatility 1Y:   49.15%
Volatility 3Y:   -