RBI Put/STRABAG 24-24/ AT0000A3CKT9 /
2024-09-06 12:43:24 PM | Chg.+0.019 | Bid12:43:24 PM | Ask12:43:24 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.041EUR | +86.36% | - Bid Size: - |
- Ask Size: - |
STRABAG SE | 37.50 EUR | 2024-09-20 | Put |
Master data
WKN: | RC1D90 |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | STRABAG SE |
Type: | Warrant |
Option type: | Put |
Strike price: | 37.50 EUR |
Maturity: | 2024-09-20 |
Issue date: | 2024-04-17 |
Last trading day: | 2024-09-19 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -69.91 |
Leverage: | Yes |
Calculated values
Fair value: | 0.10 |
---|---|
Intrinsic value: | 0.05 |
Implied volatility: | 0.10 |
Historic volatility: | 0.26 |
Parity: | 0.05 |
Time value: | 0.01 |
Break-even: | 36.97 |
Moneyness: | 1.01 |
Premium: | 0.00 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.02 |
Spread %: | 60.61% |
Delta: | -0.71 |
Theta: | -0.01 |
Omega: | -49.41 |
Rho: | -0.01 |
Quote data
Open: | 0.060 |
---|---|
High: | 0.065 |
Low: | 0.041 |
Previous Close: | 0.022 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | +141.18% | ||
---|---|---|---|
1 Month | -49.38% | ||
3 Months | -43.84% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.050 | 0.017 |
---|---|---|
1M High / 1M Low: | 0.081 | 0.017 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.030 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.046 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 440.56% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |