RBI Put/Schoeller 23-24/ AT0000A33CY2 /
| 02/08/2024 09:15:00 | Chg.+0.050 | Bid10:09:27 | Ask10:09:27 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.870EUR | +1.77% | 2.930 Bid Size: 10,000 |
2.960 Ask Size: 10,000 |
SCHOELLER-BLECKMANN ... | 65.00 - | 20/09/2024 | Put |
Master data
| WKN: | RC08X2 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | SCHOELLER-BLECKMANN OILF. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 65.00 - |
| Maturity: | 20/09/2024 |
| Issue date: | 30/03/2023 |
| Last trading day: | 19/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -1.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.85 |
|---|---|
| Intrinsic value: | 2.85 |
| Implied volatility: | 1.01 |
| Historic volatility: | 0.27 |
| Parity: | 2.85 |
| Time value: | 0.02 |
| Break-even: | 36.40 |
| Moneyness: | 1.78 |
| Premium: | 0.00 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.03 |
| Spread %: | 1.06% |
| Delta: | -0.91 |
| Theta: | -0.02 |
| Omega: | -1.17 |
| Rho: | -0.08 |
Quote data
| Open: | 2.870 |
|---|---|
| High: | 2.870 |
| Low: | 2.870 |
| Previous Close: | 2.820 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +5.90% | ||
| 3 Months | +32.26% | ||
| YTD | +32.26% | ||
| 1 Year | +109.49% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.890 | 2.820 |
|---|---|---|
| 1M High / 1M Low: | 2.910 | 2.680 |
| 6M High / 6M Low: | 2.910 | 1.790 |
| High (YTD): | 25/07/2024 | 2.910 |
| Low (YTD): | 15/04/2024 | 1.790 |
| 52W High: | 25/07/2024 | 2.910 |
| 52W Low: | 29/09/2023 | 1.180 |
| Avg. price 1W: | 2.864 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 2.827 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.419 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 2.112 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 25.43% | |
| Volatility 6M: | 50.80% | |
| Volatility 1Y: | 56.13% | |
| Volatility 3Y: | - |
