RBI Put/Mayr Melnhof 24-25/  AT0000A3D7Y3  /

Wien OS
2024-07-26  12:04:19 PM Chg.+0.040 Bid5:26:05 PM Ask5:26:05 PM Underlying Strike price Expiration date Option type
1.070EUR +3.88% -
Bid Size: -
-
Ask Size: -
MAYR-MELNHOF KARTON 110.00 EUR 2025-03-21 Put
 

Master data

WKN: RC1EPW
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON
Type: Warrant
Option type: Put
Strike price: 110.00 EUR
Maturity: 2025-03-21
Issue date: 2024-05-29
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.94
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.46
Implied volatility: 0.28
Historic volatility: 0.24
Parity: 0.46
Time value: 0.60
Break-even: 99.40
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.92%
Delta: -0.49
Theta: -0.01
Omega: -4.87
Rho: -0.40
 

Quote data

Open: 1.030
High: 1.070
Low: 1.030
Previous Close: 1.030
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.05%
1 Month  
+44.99%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.070 0.863
1M High / 1M Low: 1.070 0.738
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.952
Avg. volume 1W:   0.000
Avg. price 1M:   0.897
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -