RBI Put/voestalpine 23-25
/ AT0000A37793
RBI Put/voestalpine 23-25/ AT0000A37793 /
| 05/07/2024 09:15:01 |
Chg.-0.013 |
Bid16:46:03 |
Ask16:46:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.269EUR |
-4.61% |
0.273
Bid Size: 10,000 |
0.283
Ask Size: 10,000 |
VOESTALPINE AG |
26.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
RC1A45 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
26/09/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
0.02 |
| Time value: |
0.27 |
| Break-even: |
23.13 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
3.61% |
| Delta: |
-0.42 |
| Theta: |
0.00 |
| Omega: |
-3.75 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.269 |
| High: |
0.269 |
| Low: |
0.269 |
| Previous Close: |
0.282 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.43% |
| 1 Month |
|
|
+4.67% |
| 3 Months |
|
|
-3.24% |
| YTD |
|
|
-5.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.302 |
0.282 |
| 1M High / 1M Low: |
0.338 |
0.257 |
| 6M High / 6M Low: |
0.408 |
0.246 |
| High (YTD): |
11/03/2024 |
0.408 |
| Low (YTD): |
28/05/2024 |
0.246 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.293 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.320 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.03% |
| Volatility 6M: |
|
92.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
