RBI Put/BAWAG Group 23-25
/ AT0000A37A32
RBI Put/BAWAG Group 23-25/ AT0000A37A32 /
| 6/28/2024 9:15:01 AM |
Chg.-0.008 |
Bid5:17:06 PM |
Ask5:17:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.097EUR |
-7.62% |
-
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: |
-51.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
-1.51 |
| Time value: |
0.12 |
| Break-even: |
42.85 |
| Moneyness: |
0.74 |
| Premium: |
0.27 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.02 |
| Spread %: |
21.05% |
| Delta: |
-0.11 |
| Theta: |
-0.01 |
| Omega: |
-5.86 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.097 |
| High: |
0.097 |
| Low: |
0.097 |
| Previous Close: |
0.105 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.30% |
| 1 Month |
|
|
+11.49% |
| 3 Months |
|
|
-57.08% |
| YTD |
|
|
-79.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.105 |
0.082 |
| 1M High / 1M Low: |
0.113 |
0.082 |
| 6M High / 6M Low: |
0.559 |
0.074 |
| High (YTD): |
1/17/2024 |
0.559 |
| Low (YTD): |
5/29/2024 |
0.074 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.095 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.254 |
| Avg. volume 6M: |
|
325.203 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.77% |
| Volatility 6M: |
|
136.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
