OverviewChartNewsTraderScreen

RBI Put 31 VAS 20.09.2024/  AT0000A33L33  /

EUWAX
2024-07-26  9:15:45 AM Chg.-0.030 Bid2:45:06 PM Ask2:45:06 PM Underlying Strike price Expiration date Option type
0.717EUR -4.02% 0.705
Bid Size: 10,000		 0.715
Ask Size: 10,000		 VOESTALPINE AG 31.00 - 2024-09-20 Put
 

Master data

WKN: RC0843
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Put
Strike price: 31.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.34
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.71
Implied volatility: 0.48
Historic volatility: 0.23
Parity: 0.71
Time value: 0.00
Break-even: 23.85
Moneyness: 1.30
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.01
Spread %: 1.42%
Delta: -0.90
Theta: 0.00
Omega: -3.00
Rho: -0.04
 

Quote data

Open: 0.717
High: 0.717
Low: 0.717
Previous Close: 0.747
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.60%
1 Month  
+15.46%
3 Months  
+8.64%
YTD  
+54.53%
1 Year  
+59.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.747 0.673
1M High / 1M Low: 0.747 0.558
6M High / 6M Low: 0.747 0.481
High (YTD): 2024-07-25 0.747
Low (YTD): 2024-01-24 0.463
52W High: 2023-10-30 0.860
52W Low: 2023-07-31 0.420
Avg. price 1W:   0.700
Avg. volume 1W:   0.000
Avg. price 1M:   0.632
Avg. volume 1M:   0.000
Avg. price 6M:   0.608
Avg. volume 6M:   0.000
Avg. price 1Y:   0.606
Avg. volume 1Y:   0.000
Volatility 1M:   79.80%
Volatility 6M:   82.34%
Volatility 1Y:   74.43%
Volatility 3Y:   -