RBI Put/Mayr Melnhof 23-24
/ AT0000A33L17
RBI Put/Mayr Melnhof 23-24/ AT0000A33L17 /
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: |
|
- |