RBI Put/ATX 24-25/  AT0000A3DBD0  /

Wien OS
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:   -