RBI Put 3.5 PYT 21.03.2025
/ AT0000A3D844
RBI Put 3.5 PYT 21.03.2025/ AT0000A3D844 /
| 11/09/2024 09:15:20 |
Chg.+0.014 |
Bid14:35:58 |
Ask14:35:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.562EUR |
+2.55% |
0.554
Bid Size: 10,000 |
0.584
Ask Size: 10,000 |
POLYTEC HLDG AG INH.... |
3.50 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
29/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
0.48 |
| Time value: |
0.11 |
| Break-even: |
2.91 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
5.40% |
| Delta: |
-0.64 |
| Theta: |
0.00 |
| Omega: |
-3.30 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.562 |
| High: |
0.562 |
| Low: |
0.562 |
| Previous Close: |
0.548 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.63% |
| 1 Month |
|
|
+22.71% |
| 3 Months |
|
|
+37.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.571 |
0.548 |
| 1M High / 1M Low: |
0.575 |
0.446 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.557 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.514 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
