RBI Put/BAWAG Group 24-25
/ AT0000A3D7C9
RBI Put/BAWAG Group 24-25/ AT0000A3D7C9 /
9/13/2024 9:15:01 AM |
Chg.-0.002 |
Bid5:29:42 PM |
Ask5:29:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.256EUR |
-0.78% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
60.00 EUR |
3/21/2025 |
Put |
Master data
WKN: |
RC1EPA |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
5/29/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-24.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.25 |
Parity: |
-0.98 |
Time value: |
0.28 |
Break-even: |
57.20 |
Moneyness: |
0.86 |
Premium: |
0.18 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.02 |
Spread %: |
7.69% |
Delta: |
-0.22 |
Theta: |
-0.01 |
Omega: |
-5.58 |
Rho: |
-0.10 |
Quote data
Open: |
0.256 |
High: |
0.256 |
Low: |
0.256 |
Previous Close: |
0.258 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.79% |
1 Month |
|
|
-30.25% |
3 Months |
|
|
-56.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.286 |
0.253 |
1M High / 1M Low: |
0.367 |
0.242 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.262 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.297 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |