RBI Put/ATX 24-25/ AT0000A3DBD0 /
04/11/2024 12:05:58 | Chg.+0.010 | Bid17:29:58 | Ask17:29:58 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.620EUR | +0.38% | - Bid Size: - |
- Ask Size: - |
ATX | 3,700.00 EUR | 21/03/2025 | Put |
Master data
WKN: | RC1ETB |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | ATX |
Type: | Warrant |
Option type: | Put |
Strike price: | 3,700.00 EUR |
Maturity: | 21/03/2025 |
Issue date: | 29/05/2024 |
Last trading day: | 20/03/2025 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | -12.83 |
Leverage: | Yes |
Calculated values
Fair value: | 1.77 |
---|---|
Intrinsic value: | 1.71 |
Implied volatility: | 0.23 |
Historic volatility: | 0.11 |
Parity: | 1.71 |
Time value: | 1.04 |
Break-even: | 3,425.00 |
Moneyness: | 1.05 |
Premium: | 0.03 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.07 |
Spread %: | 2.61% |
Delta: | -0.57 |
Theta: | -0.53 |
Omega: | -7.32 |
Rho: | -8.59 |
Quote data
Open: | 2.670 |
---|---|
High: | 2.670 |
Low: | 2.620 |
Previous Close: | 2.610 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +9.17% | ||
---|---|---|---|
1 Month | +0.38% | ||
3 Months | -9.97% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.630 | 2.280 |
---|---|---|
1M High / 1M Low: | 2.660 | 2.280 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.468 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 2.491 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 70.16% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |