RBI Put 30 ROS 21.03.2025
/ AT0000A3D893
RBI Put 30 ROS 21.03.2025/ AT0000A3D893 /
8/14/2024 9:15:19 AM |
Chg.-0.013 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.088EUR |
-12.87% |
- Bid Size: - |
- Ask Size: - |
ROSENBAUER INTL |
30.00 EUR |
3/21/2025 |
Put |
Master data
WKN: |
RC1EP7 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ROSENBAUER INTL |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
5/29/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-32.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.30 |
Parity: |
-0.69 |
Time value: |
0.11 |
Break-even: |
28.87 |
Moneyness: |
0.81 |
Premium: |
0.22 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.02 |
Spread %: |
21.51% |
Delta: |
-0.17 |
Theta: |
-0.01 |
Omega: |
-5.66 |
Rho: |
-0.05 |
Quote data
Open: |
0.088 |
High: |
0.088 |
Low: |
0.088 |
Previous Close: |
0.101 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.78% |
1 Month |
|
|
-43.59% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.129 |
0.088 |
1M High / 1M Low: |
0.170 |
0.088 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.112 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.137 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |