RBI Put 26 VAS 21.03.2025
/ AT0000A37793
RBI Put 26 VAS 21.03.2025/ AT0000A37793 /
| 8/30/2024 9:16:25 AM |
Chg.-0.016 |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.434EUR |
-3.56% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
26.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
9/26/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.39 |
| Time value: |
0.05 |
| Break-even: |
21.54 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
2.29% |
| Delta: |
-0.67 |
| Theta: |
0.00 |
| Omega: |
-3.32 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.434 |
| High: |
0.434 |
| Low: |
0.434 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.26% |
| 1 Month |
|
|
+26.90% |
| 3 Months |
|
|
+56.12% |
| YTD |
|
|
+52.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.434 |
| 1M High / 1M Low: |
0.490 |
0.342 |
| 6M High / 6M Low: |
0.490 |
0.247 |
| High (YTD): |
8/16/2024 |
0.490 |
| Low (YTD): |
6/5/2024 |
0.247 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.439 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.336 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.76% |
| Volatility 6M: |
|
95.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
