RBI Put 24 FQT 21.03.2025
/ AT0000A3D7Q9
RBI Put 24 FQT 21.03.2025/ AT0000A3D7Q9 /
2024-08-23 9:15:37 AM |
Chg.-0.005 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.052EUR |
-8.77% |
- Bid Size: - |
- Ask Size: - |
FREQUENTIS AG |
24.00 EUR |
2025-03-21 |
Put |
Master data
WKN: |
RC1EPN |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
FREQUENTIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
24.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-05-29 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-42.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.29 |
Parity: |
-0.51 |
Time value: |
0.07 |
Break-even: |
23.31 |
Moneyness: |
0.82 |
Premium: |
0.20 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.02 |
Spread %: |
40.82% |
Delta: |
-0.16 |
Theta: |
0.00 |
Omega: |
-6.82 |
Rho: |
-0.03 |
Quote data
Open: |
0.052 |
High: |
0.052 |
Low: |
0.052 |
Previous Close: |
0.057 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.00% |
1 Month |
|
|
+48.57% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.059 |
0.048 |
1M High / 1M Low: |
0.071 |
0.035 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.054 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.054 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
246.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |