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RBI Put/Mayr Melnhof 23-24/  AT0000A33L17  /

Wien OS
9/11/2024  12:03:28 PM Chg.+0.270 Bid4:01:01 PM Ask4:01:01 PM Underlying Strike price Expiration date Option type
5.050EUR +5.65% 4.990
Bid Size: 10,000		 5.040
Ask Size: 10,000		 MAYR-MELNHOF KARTON 140.00 - 9/20/2024 Put
 

Master data

WKN: RC0841
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -1.78
Leverage: Yes

Calculated values

Fair value: 5.01
Intrinsic value: 5.01
Implied volatility: 1.59
Historic volatility: 0.24
Parity: 5.01
Time value: 0.03
Break-even: 89.60
Moneyness: 1.56
Premium: 0.00
Premium p.a.: 0.14
Spread abs.: 0.05
Spread %: 1.00%
Delta: -0.95
Theta: -0.11
Omega: -1.70
Rho: -0.03
 

Quote data

Open: 5.050
High: 5.050
Low: 5.050
Previous Close: 4.780
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+10.99%
1 Month  
+42.66%
3 Months  
+94.98%
YTD  
+141.63%
1 Year  
+165.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.780 4.550
1M High / 1M Low: 4.780 3.330
6M High / 6M Low: 4.780 2.230
High (YTD): 9/9/2024 4.780
Low (YTD): 1/26/2024 1.860
52W High: 9/9/2024 4.780
52W Low: 9/15/2023 1.780
Avg. price 1W:   4.683
Avg. volume 1W:   0.000
Avg. price 1M:   3.932
Avg. volume 1M:   0.000
Avg. price 6M:   2.954
Avg. volume 6M:   100.968
Avg. price 1Y:   2.724
Avg. volume 1Y:   94.458
Volatility 1M:   83.12%
Volatility 6M:   83.30%
Volatility 1Y:   86.15%
Volatility 3Y:   -