RBI Put 3.5 PYT 20.09.2024
/ AT0000A37N94
RBI Put 3.5 PYT 20.09.2024/ AT0000A37N94 /
| 8/5/2024 9:15:34 AM |
Chg.+0.064 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.323EUR |
+24.71% |
-
Bid Size: - |
-
Ask Size: - |
POLYTEC HLDG AG INH.... |
3.50 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
RC1BHD |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
POLYTEC HLDG AG INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.26 |
| Parity: |
0.18 |
| Time value: |
0.14 |
| Break-even: |
3.18 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.03 |
| Spread %: |
10.24% |
| Delta: |
-0.58 |
| Theta: |
0.00 |
| Omega: |
-5.94 |
| Rho: |
0.00 |
Quote data
| Open: |
0.323 |
| High: |
0.323 |
| Low: |
0.323 |
| Previous Close: |
0.259 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.30% |
| 1 Month |
|
|
+29.72% |
| 3 Months |
|
|
+10.24% |
| YTD |
|
|
-11.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.269 |
0.246 |
| 1M High / 1M Low: |
0.316 |
0.236 |
| 6M High / 6M Low: |
0.469 |
0.218 |
| High (YTD): |
4/29/2024 |
0.469 |
| Low (YTD): |
5/21/2024 |
0.218 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.266 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.325 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.20% |
| Volatility 6M: |
|
119.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
