RBI Put/BAWAG Group 23-25
/ AT0000A37A32
RBI Put/BAWAG Group 23-25/ AT0000A37A32 /
8/16/2024 12:05:42 PM |
Chg.+0.008 |
Bid5:26:13 PM |
Ask5:26:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.087EUR |
+10.13% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
44.00 EUR |
3/21/2025 |
Put |
Master data
WKN: |
RC1A7F |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
44.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
10/2/2023 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-63.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.24 |
Parity: |
-2.35 |
Time value: |
0.11 |
Break-even: |
42.93 |
Moneyness: |
0.65 |
Premium: |
0.36 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.02 |
Spread %: |
22.99% |
Delta: |
-0.08 |
Theta: |
-0.01 |
Omega: |
-5.09 |
Rho: |
-0.04 |
Quote data
Open: |
0.086 |
High: |
0.087 |
Low: |
0.086 |
Previous Close: |
0.079 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.45% |
1 Month |
|
|
-1.14% |
3 Months |
|
|
-11.22% |
YTD |
|
|
-81.72% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.096 |
0.079 |
1M High / 1M Low: |
0.164 |
0.079 |
6M High / 6M Low: |
0.411 |
0.063 |
High (YTD): |
1/17/2024 |
0.559 |
Low (YTD): |
7/4/2024 |
0.063 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.089 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.108 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.163 |
Avg. volume 6M: |
|
320 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
218.15% |
Volatility 6M: |
|
155.25% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |