RBI Put 26 VAS 21.03.2025
/ AT0000A37793
RBI Put 26 VAS 21.03.2025/ AT0000A37793 /
| 09/08/2024 09:16:03 |
Chg.-0.016 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.413EUR |
-3.73% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
26.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
RC1A45 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
26/09/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.38 |
| Time value: |
0.05 |
| Break-even: |
21.63 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
2.34% |
| Delta: |
-0.66 |
| Theta: |
0.00 |
| Omega: |
-3.36 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.413 |
| High: |
0.413 |
| Low: |
0.413 |
| Previous Close: |
0.429 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.82% |
| 1 Month |
|
|
+55.85% |
| 3 Months |
|
|
+16.01% |
| YTD |
|
|
+45.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.483 |
0.391 |
| 1M High / 1M Low: |
0.483 |
0.265 |
| 6M High / 6M Low: |
0.483 |
0.247 |
| High (YTD): |
05/08/2024 |
0.483 |
| Low (YTD): |
05/06/2024 |
0.247 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.342 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.324 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.19% |
| Volatility 6M: |
|
95.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
