RBI Put 31 VAS 20.09.2024
/ AT0000A33L33
RBI Put 31 VAS 20.09.2024/ AT0000A33L33 /
6/27/2024 9:16:19 AM |
Chg.-0.013 |
Bid9:32:36 AM |
Ask9:32:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.608EUR |
-2.09% |
- Bid Size: - |
- Ask Size: - |
VOESTALPINE AG |
31.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
3/30/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.54 |
Implied volatility: |
0.50 |
Historic volatility: |
0.24 |
Parity: |
0.54 |
Time value: |
0.06 |
Break-even: |
24.96 |
Moneyness: |
1.21 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.68% |
Delta: |
-0.74 |
Theta: |
-0.01 |
Omega: |
-3.13 |
Rho: |
-0.06 |
Quote data
Open: |
0.608 |
High: |
0.608 |
Low: |
0.608 |
Previous Close: |
0.621 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.70% |
1 Month |
|
|
+19.22% |
3 Months |
|
|
-1.14% |
YTD |
|
|
+31.03% |
1 Year |
|
|
+60.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.642 |
0.598 |
1M High / 1M Low: |
0.676 |
0.500 |
6M High / 6M Low: |
0.741 |
0.452 |
High (YTD): |
3/11/2024 |
0.741 |
Low (YTD): |
1/24/2024 |
0.463 |
52W High: |
10/30/2023 |
0.860 |
52W Low: |
7/13/2023 |
0.370 |
Avg. price 1W: |
|
0.623 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.581 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.590 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.588 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
97.76% |
Volatility 6M: |
|
81.05% |
Volatility 1Y: |
|
76.12% |
Volatility 3Y: |
|
- |