RBI Put/Schoeller 23-24/ AT0000A36E96 /
2024-09-06 2:30:54 PM | Chg.+0.030 | Bid5:18:31 PM | Ask5:18:31 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.380EUR | +2.22% | - 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: | -2.26 |
Leverage: | Yes |
Calculated values
Fair value: | 1.36 |
---|---|
Intrinsic value: | 1.36 |
Implied volatility: | 1.32 |
Historic volatility: | 0.29 |
Parity: | 1.36 |
Time value: | 0.03 |
Break-even: | 31.10 |
Moneyness: | 1.43 |
Premium: | 0.01 |
Premium p.a.: | 0.28 |
Spread abs.: | 0.03 |
Spread %: | 2.21% |
Delta: | -0.90 |
Theta: | -0.05 |
Omega: | -2.02 |
Rho: | -0.02 |
Quote data
Open: | 1.390 |
---|---|
High: | 1.390 |
Low: | 1.380 |
Previous Close: | 1.350 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +10.40% | ||
---|---|---|---|
1 Month | +27.78% | ||
3 Months | +79.45% | ||
YTD | +143.82% | ||
1 Year | +292.05% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.380 | 1.230 |
---|---|---|
1M High / 1M Low: | 1.380 | 1.040 |
6M High / 6M Low: | 1.380 | 0.215 |
High (YTD): | 2024-09-06 | 1.380 |
Low (YTD): | 2024-05-22 | 0.215 |
52W High: | 2024-09-06 | 1.380 |
52W Low: | 2024-05-22 | 0.215 |
Avg. price 1W: | 1.310 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 1.209 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.687 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.607 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 83.45% | |
Volatility 6M: | 166.63% | |
Volatility 1Y: | 142.31% | |
Volatility 3Y: | - |