RBI Put/Schoeller 24-25/  AT0000A3D8E3  /

Wien OS
2024-10-09  9:15:00 AM Chg.+0.050 Bid5:14:49 PM Ask5:14:49 PM Underlying Strike price Expiration date Option type
1.050EUR +5.00% -
Bid Size: -
-
Ask Size: -
SCHOELLER-BLECKMANN ... 39.00 EUR 2025-09-19 Put
 

Master data

WKN: RC1EQC
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: SCHOELLER-BLECKMANN OILF.
Type: Warrant
Option type: Put
Strike price: 39.00 EUR
Maturity: 2025-09-19
Issue date: 2024-05-29
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.81
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.90
Implied volatility: 0.47
Historic volatility: 0.29
Parity: 0.90
Time value: 0.18
Break-even: 28.30
Moneyness: 1.30
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 2.88%
Delta: -0.61
Theta: 0.00
Omega: -1.72
Rho: -0.27
 

Quote data

Open: 1.050
High: 1.050
Low: 1.050
Previous Close: 1.000
Turnover: -
Market phase: OP
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month  
+7.14%
3 Months  
+62.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 1.000
1M High / 1M Low: 1.200 0.980
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.052
Avg. volume 1W:   0.000
Avg. price 1M:   1.079
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -