RBI Put/Polytec 23-25/ AT0000A37NA0 /
9/11/2024 9:15:00 AM | Chg.+0.002 | Bid4:52:49 PM | Ask4:52:49 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.252EUR | +0.80% | - Bid Size: - |
- Ask Size: - |
POLYTEC HLDG AG INH.... | 3.00 EUR | 3/21/2025 | Put |
Master data
WKN: | RC1BHE |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | POLYTEC HLDG AG INH. EO 1 |
Type: | Warrant |
Option type: | Put |
Strike price: | 3.00 EUR |
Maturity: | 3/21/2025 |
Issue date: | 10/12/2023 |
Last trading day: | 3/20/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -10.98 |
Leverage: | Yes |
Calculated values
Fair value: | 0.18 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.36 |
Historic volatility: | 0.25 |
Parity: | -0.02 |
Time value: | 0.28 |
Break-even: | 2.73 |
Moneyness: | 0.99 |
Premium: | 0.10 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.03 |
Spread %: | 12.24% |
Delta: | -0.41 |
Theta: | 0.00 |
Omega: | -4.51 |
Rho: | -0.01 |
Quote data
Open: | 0.252 |
---|---|
High: | 0.252 |
Low: | 0.252 |
Previous Close: | 0.250 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +1.20% | ||
---|---|---|---|
1 Month | +24.75% | ||
3 Months | +34.76% | ||
YTD | 0.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.255 | 0.249 |
---|---|---|
1M High / 1M Low: | 0.265 | 0.193 |
6M High / 6M Low: | 0.318 | 0.159 |
High (YTD): | 4/26/2024 | 0.318 |
Low (YTD): | 5/21/2024 | 0.159 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.251 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.233 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.215 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 93.27% | |
Volatility 6M: | 94.80% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |