RBI Put/BAWAG Group 23-25
/ AT0000A37A32
RBI Put/BAWAG Group 23-25/ AT0000A37A32 /
2024-08-29 12:04:32 PM |
Chg.-0.003 |
Bid5:28:53 PM |
Ask5:28:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.066EUR |
-4.35% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
44.00 EUR |
2025-03-21 |
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: |
2025-03-21 |
Issue date: |
2023-10-02 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-79.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.24 |
Parity: |
-2.49 |
Time value: |
0.09 |
Break-even: |
43.13 |
Moneyness: |
0.64 |
Premium: |
0.37 |
Premium p.a.: |
0.76 |
Spread abs.: |
0.02 |
Spread %: |
29.85% |
Delta: |
-0.07 |
Theta: |
-0.01 |
Omega: |
-5.45 |
Rho: |
-0.03 |
Quote data
Open: |
0.066 |
High: |
0.066 |
Low: |
0.066 |
Previous Close: |
0.069 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-17.50% |
1 Month |
|
|
-36.54% |
3 Months |
|
|
-10.81% |
YTD |
|
|
-86.13% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.080 |
0.069 |
1M High / 1M Low: |
0.164 |
0.069 |
6M High / 6M Low: |
0.353 |
0.063 |
High (YTD): |
2024-01-17 |
0.559 |
Low (YTD): |
2024-07-04 |
0.063 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.073 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.096 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.143 |
Avg. volume 6M: |
|
320 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
179.89% |
Volatility 6M: |
|
154.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |