RBI Put/Schoeller 23-24/ AT0000A36E96 /
2024-07-31 9:15:00 AM | Chg.-0.035 | Bid5:19:11 PM | Ask5:19:11 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.860EUR | -3.91% | - Bid Size: - |
- Ask Size: - |
SCHOELLER-BLECKMANN ... | 45.00 EUR | 2024-09-20 | 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: | 2024-09-20 |
Issue date: | 2023-07-20 |
Last trading day: | 2024-09-19 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -3.96 |
Leverage: | Yes |
Calculated values
Fair value: | 0.90 |
---|---|
Intrinsic value: | 0.90 |
Implied volatility: | 0.47 |
Historic volatility: | 0.27 |
Parity: | 0.90 |
Time value: | 0.02 |
Break-even: | 35.90 |
Moneyness: | 1.25 |
Premium: | 0.00 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.03 |
Spread %: | 3.41% |
Delta: | -0.87 |
Theta: | -0.01 |
Omega: | -3.46 |
Rho: | -0.06 |
Quote data
Open: | 0.860 |
---|---|
High: | 0.860 |
Low: | 0.860 |
Previous Close: | 0.895 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -4.97% | ||
---|---|---|---|
1 Month | +22.33% | ||
3 Months | +178.32% | ||
YTD | +51.94% | ||
1 Year | +123.96% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.915 | 0.875 |
---|---|---|
1M High / 1M Low: | 0.915 | 0.680 |
6M High / 6M Low: | 0.915 | 0.215 |
High (YTD): | 2024-07-25 | 0.915 |
Low (YTD): | 2024-05-22 | 0.215 |
52W High: | 2024-07-25 | 0.915 |
52W Low: | 2024-05-22 | 0.215 |
Avg. price 1W: | 0.895 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.822 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.565 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.521 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 86.38% | |
Volatility 6M: | 163.94% | |
Volatility 1Y: | 140.08% | |
Volatility 3Y: | - |