RBI Put/Schoeller 23-24/ AT0000A33CX4 /
2024-07-08 9:15:01 AM | Chg.+0.050 | Bid4:46:16 PM | Ask4:46:16 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.730EUR | +2.98% | 1.740 Bid Size: 10,000 |
1.770 Ask Size: 10,000 |
SCHOELLER-BLECKMANN ... | 55.00 - | 2024-09-20 | Put |
Master data
WKN: | RC08X1 |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | SCHOELLER-BLECKMANN OILF. |
Type: | Warrant |
Option type: | Put |
Strike price: | 55.00 - |
Maturity: | 2024-09-20 |
Issue date: | 2023-03-30 |
Last trading day: | 2024-09-19 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -2.18 |
Leverage: | Yes |
Calculated values
Fair value: | 1.73 |
---|---|
Intrinsic value: | 1.73 |
Implied volatility: | 0.58 |
Historic volatility: | 0.27 |
Parity: | 1.73 |
Time value: | 0.00 |
Break-even: | 37.70 |
Moneyness: | 1.46 |
Premium: | 0.00 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.03 |
Spread %: | 1.76% |
Delta: | -0.90 |
Theta: | -0.01 |
Omega: | -1.97 |
Rho: | -0.10 |
Quote data
Open: | 1.730 |
---|---|
High: | 1.730 |
Low: | 1.730 |
Previous Close: | 1.680 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | +3.59% | ||
---|---|---|---|
1 Month | -1.70% | ||
3 Months | +49.14% | ||
YTD | +36.22% | ||
1 Year | +102.58% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.710 | 1.670 |
---|---|---|
1M High / 1M Low: | 1.790 | 1.650 |
6M High / 6M Low: | 1.790 | 0.849 |
High (YTD): | 2024-06-10 | 1.790 |
Low (YTD): | 2024-04-15 | 0.849 |
52W High: | 2024-06-10 | 1.790 |
52W Low: | 2023-09-29 | 0.586 |
Avg. price 1W: | 1.690 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 1.698 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 1.343 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 1.160 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 37.62% | |
Volatility 6M: | 95.74% | |
Volatility 1Y: | 86.79% | |
Volatility 3Y: | - |