RBI Put 45 SLL 20.09.2024
/ AT0000A36E96
RBI Put 45 SLL 20.09.2024/ AT0000A36E96 /
9/6/2024 9:16:00 AM |
Chg.+0.04 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.39EUR |
+2.96% |
- Bid Size: - |
- Ask Size: - |
SCHOELLER-BLECKMANN ... |
45.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
RC1AX9 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
SCHOELLER-BLECKMANN OILF. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
7/20/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.44 |
Intrinsic value: |
1.44 |
Implied volatility: |
1.01 |
Historic volatility: |
0.29 |
Parity: |
1.44 |
Time value: |
0.00 |
Break-even: |
30.60 |
Moneyness: |
1.47 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.03 |
Spread %: |
2.13% |
Delta: |
-0.97 |
Theta: |
-0.01 |
Omega: |
-2.07 |
Rho: |
-0.02 |
Quote data
Open: |
1.39 |
High: |
1.39 |
Low: |
1.39 |
Previous Close: |
1.35 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.20% |
1 Month |
|
|
+27.52% |
3 Months |
|
|
+87.84% |
YTD |
|
|
+143.86% |
1 Year |
|
|
+297.14% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.39 |
1.23 |
1M High / 1M Low: |
1.39 |
1.04 |
6M High / 6M Low: |
1.39 |
0.22 |
High (YTD): |
9/6/2024 |
1.39 |
Low (YTD): |
5/22/2024 |
0.22 |
52W High: |
9/6/2024 |
1.39 |
52W Low: |
5/22/2024 |
0.22 |
Avg. price 1W: |
|
1.31 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.21 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.69 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.61 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
90.71% |
Volatility 6M: |
|
170.54% |
Volatility 1Y: |
|
139.08% |
Volatility 3Y: |
|
- |