RBI Put/Mayr Melnhof 24-25
/ AT0000A3D7Z0
RBI Put/Mayr Melnhof 24-25/ AT0000A3D7Z0 /
7/5/2024 9:15:02 AM |
Chg.+0.040 |
Bid3:26:30 PM |
Ask3:26:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.070EUR |
+3.88% |
- Bid Size: - |
- Ask Size: - |
MAYR-MELNHOF KARTON |
115.00 EUR |
3/21/2025 |
Put |
Master data
WKN: |
RC1EPX |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
MAYR-MELNHOF KARTON |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
115.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
5/29/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.03 |
Intrinsic value: |
0.50 |
Implied volatility: |
0.28 |
Historic volatility: |
0.25 |
Parity: |
0.50 |
Time value: |
0.65 |
Break-even: |
103.50 |
Moneyness: |
1.05 |
Premium: |
0.06 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
1.77% |
Delta: |
-0.48 |
Theta: |
-0.01 |
Omega: |
-4.64 |
Rho: |
-0.46 |
Quote data
Open: |
1.070 |
High: |
1.070 |
Low: |
1.070 |
Previous Close: |
1.030 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+12.51% |
1 Month |
|
|
+9.18% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.090 |
1.030 |
1M High / 1M Low: |
1.150 |
0.833 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.058 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.018 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |