RBI Put 21.6741 SEM 20.09.2024
/ AT0000A33L25
RBI Put 21.6741 SEM 20.09.2024/ AT0000A33L25 /
| 2024-07-22 9:16:07 AM |
Chg.0.00 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-0.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.32 |
| Parity: |
1.28 |
| Time value: |
0.00 |
| Break-even: |
10.58 |
| Moneyness: |
2.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
-0.91 |
| Theta: |
0.00 |
| Omega: |
-0.87 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.24 |
| High: |
1.24 |
| Low: |
1.24 |
| Previous Close: |
1.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.48% |
| 1 Month |
|
|
+5.98% |
| 3 Months |
|
|
+5.98% |
| YTD |
|
|
+40.91% |
| 1 Year |
|
|
+85.07% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.21 |
| 1M High / 1M Low: |
1.28 |
1.18 |
| 6M High / 6M Low: |
1.28 |
0.78 |
| High (YTD): |
2024-07-09 |
1.28 |
| Low (YTD): |
2024-01-08 |
0.75 |
| 52W High: |
2024-07-09 |
1.28 |
| 52W Low: |
2023-09-11 |
0.52 |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
6.30 |
| Avg. price 1Y: |
|
0.94 |
| Avg. volume 1Y: |
|
3.16 |
| Volatility 1M: |
|
32.44% |
| Volatility 6M: |
|
43.75% |
| Volatility 1Y: |
|
49.06% |
| Volatility 3Y: |
|
- |
