RBI Put/Semperit 23-24/ AT0000A33L25 /
22/07/2024 12:05:38 | Chg.+0.020 | Bid12:10:05 | Ask12:10:05 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.260EUR | +1.61% | - Bid Size: - |
- Ask Size: - |
SEMPERIT AG HLDG | 21.6741 EUR | 20/09/2024 | 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: | 20/09/2024 |
Issue date: | 30/03/2023 |
Last trading day: | 19/09/2024 |
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): | 09/07/2024 | 1.270 |
Low (YTD): | 12/01/2024 | 0.752 |
52W High: | 09/07/2024 | 1.270 |
52W Low: | 12/09/2023 | 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: | - |