RBI Put 46 AZ2 21.03.2025
/ AT0000A379X2
RBI Put 46 AZ2 21.03.2025/ AT0000A379X2 /
8/30/2024 9:16:31 AM |
Chg.-0.004 |
Bid2:30:13 PM |
Ask2:30:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.079EUR |
-4.82% |
0.073 Bid Size: 10,000 |
0.093 Ask Size: 10,000 |
ANDRITZ AG |
46.00 EUR |
3/21/2025 |
Put |
Master data
WKN: |
RC1A69 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ANDRITZ AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
46.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
10/2/2023 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-62.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.24 |
Parity: |
-1.34 |
Time value: |
0.10 |
Break-even: |
45.05 |
Moneyness: |
0.77 |
Premium: |
0.24 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.02 |
Spread %: |
26.67% |
Delta: |
-0.11 |
Theta: |
-0.01 |
Omega: |
-7.15 |
Rho: |
-0.04 |
Quote data
Open: |
0.079 |
High: |
0.079 |
Low: |
0.079 |
Previous Close: |
0.083 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.20% |
1 Month |
|
|
-45.14% |
3 Months |
|
|
-47.33% |
YTD |
|
|
-65.04% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.087 |
0.078 |
1M High / 1M Low: |
0.182 |
0.078 |
6M High / 6M Low: |
0.247 |
0.078 |
High (YTD): |
1/17/2024 |
0.311 |
Low (YTD): |
8/26/2024 |
0.078 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.083 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.115 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.141 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
283.65% |
Volatility 6M: |
|
192.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |