RBI Put/Verbund 23-24/ AT0000A36EE3 /
| 25/07/2024 12:05:29 | Chg.-0.002 | Bid17:29:23 | Ask17:29:23 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.040EUR | -4.76% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 64.3201 EUR | 20/09/2024 | Put |
Master data
| WKN: | RC1AYE |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 64.32 EUR |
| Maturity: | 20/09/2024 |
| Issue date: | 20/07/2023 |
| Last trading day: | 19/09/2024 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -112.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.26 |
| Parity: | -1.23 |
| Time value: | 0.07 |
| Break-even: | 63.64 |
| Moneyness: | 0.84 |
| Premium: | 0.17 |
| Premium p.a.: | 1.70 |
| Spread abs.: | 0.03 |
| Spread %: | 76.92% |
| Delta: | -0.11 |
| Theta: | -0.02 |
| Omega: | -12.40 |
| Rho: | -0.01 |
Quote data
| Open: | 0.040 |
|---|---|
| High: | 0.040 |
| Low: | 0.040 |
| Previous Close: | 0.042 |
| Turnover: | - |
| Market phase: | OP |
All quotes in EUR
Performance
| 1 Week | -41.18% | ||
|---|---|---|---|
| 1 Month | -53.49% | ||
| 3 Months | -89.64% | ||
| YTD | -80.10% | ||
| 1 Year | -92.06% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.068 | 0.040 |
|---|---|---|
| 1M High / 1M Low: | 0.128 | 0.040 |
| 6M High / 6M Low: | 0.872 | 0.040 |
| High (YTD): | 23/02/2024 | 0.872 |
| Low (YTD): | 25/07/2024 | 0.040 |
| 52W High: | 23/02/2024 | 0.872 |
| 52W Low: | 25/07/2024 | 0.040 |
| Avg. price 1W: | 0.049 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.069 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.345 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.351 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 341.84% | |
| Volatility 6M: | 209.57% | |
| Volatility 1Y: | 177.28% | |
| Volatility 3Y: | - |
