RBI Put 3.5 PYT 21.03.2025
/ AT0000A3D844
RBI Put 3.5 PYT 21.03.2025/ AT0000A3D844 /
| 10/11/2024 2:07:12 PM |
Chg.+0.093 |
Bid8:00:00 PM |
Ask8:00:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.822EUR |
+12.76% |
-
Bid Size: - |
-
Ask Size: - |
POLYTEC HLDG AG INH.... |
3.50 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
RC1EP2 |
| 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: |
3/21/2025 |
| Issue date: |
5/29/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.26 |
| Parity: |
0.70 |
| Time value: |
0.17 |
| Break-even: |
2.63 |
| Moneyness: |
1.25 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
3.57% |
| Delta: |
-0.64 |
| Theta: |
0.00 |
| Omega: |
-2.05 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.822 |
| High: |
0.822 |
| Low: |
0.822 |
| Previous Close: |
0.729 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.14% |
| 1 Month |
|
|
+46.26% |
| 3 Months |
|
|
+110.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.797 |
0.721 |
| 1M High / 1M Low: |
0.797 |
0.498 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.755 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.618 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
