RBI Put/Schoeller 23-24/ AT0000A36E96 /
| 8/2/2024 12:03:32 PM | Chg.+0.080 | Bid12:11:41 PM | Ask12:11:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.905EUR | +9.70% | 0.935 Bid Size: 10,000 |
0.965 Ask Size: 10,000 |
SCHOELLER-BLECKMANN ... | 45.00 EUR | 9/20/2024 | Put |
Master data
| WKN: | RC1AX9 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | SCHOELLER-BLECKMANN OILF. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 45.00 EUR |
| Maturity: | 9/20/2024 |
| Issue date: | 7/20/2023 |
| Last trading day: | 9/19/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -4.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.85 |
|---|---|
| Intrinsic value: | 0.85 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.27 |
| Parity: | 0.85 |
| Time value: | 0.02 |
| Break-even: | 36.40 |
| Moneyness: | 1.23 |
| Premium: | 0.00 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.03 |
| Spread %: | 3.61% |
| Delta: | -0.87 |
| Theta: | -0.01 |
| Omega: | -3.70 |
| Rho: | -0.05 |
Quote data
| Open: | 0.870 |
|---|---|
| High: | 0.905 |
| Low: | 0.870 |
| Previous Close: | 0.825 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +3.43% | ||
|---|---|---|---|
| 1 Month | +25.52% | ||
| 3 Months | +142.63% | ||
| YTD | +59.89% | ||
| 1 Year | +130.28% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.895 | 0.825 |
|---|---|---|
| 1M High / 1M Low: | 0.915 | 0.688 |
| 6M High / 6M Low: | 0.915 | 0.215 |
| High (YTD): | 7/25/2024 | 0.915 |
| Low (YTD): | 5/22/2024 | 0.215 |
| 52W High: | 7/25/2024 | 0.915 |
| 52W Low: | 5/22/2024 | 0.215 |
| Avg. price 1W: | 0.868 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.830 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.570 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.525 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 86.21% | |
| Volatility 6M: | 163.96% | |
| Volatility 1Y: | 140.18% | |
| Volatility 3Y: | - |
