RBI Put/Semperit 23-24/ AT0000A33L25 /
| 2024-07-22 12:05:38 PM | Chg.+0.020 | Bid12:10:05 PM | Ask12:10:05 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.260EUR | +1.61% | - Bid Size: - |
- Ask Size: - |
SEMPERIT AG HLDG | 21.6741 EUR | 2024-09-20 | Put |
Master data
| WKN: | RC0842 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | SEMPERIT AG HLDG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 21.67 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-03-30 |
| Last trading day: | 2024-09-19 |
| Ratio: | 8.67:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -0.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.28 |
|---|---|
| Intrinsic value: | 1.28 |
| Implied volatility: | 1.11 |
| Historic volatility: | 0.32 |
| Parity: | 1.28 |
| Time value: | 0.00 |
| Break-even: | 10.58 |
| Moneyness: | 2.04 |
| Premium: | 0.00 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.01 |
| Spread %: | 0.79% |
| Delta: | -0.91 |
| Theta: | 0.00 |
| Omega: | -0.87 |
| Rho: | -0.03 |
Quote data
| Open: | 1.240 |
|---|---|
| High: | 1.260 |
| Low: | 1.240 |
| Previous Close: | 1.240 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +3.28% | ||
|---|---|---|---|
| 1 Month | +6.78% | ||
| 3 Months | +6.78% | ||
| YTD | +42.53% | ||
| 1 Year | +86.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.250 | 1.220 |
|---|---|---|
| 1M High / 1M Low: | 1.270 | 1.190 |
| 6M High / 6M Low: | 1.270 | 0.775 |
| High (YTD): | 2024-07-09 | 1.270 |
| Low (YTD): | 2024-01-12 | 0.752 |
| 52W High: | 2024-07-09 | 1.270 |
| 52W Low: | 2023-09-12 | 0.519 |
| Avg. price 1W: | 1.238 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.239 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.112 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.938 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 28.78% | |
| Volatility 6M: | 33.26% | |
| Volatility 1Y: | 44.14% | |
| Volatility 3Y: | - |
