RBI Put/voestalpine 23-25
/ AT0000A37793
RBI Put/voestalpine 23-25/ AT0000A37793 /
| 7/26/2024 12:04:20 PM |
Chg.-0.021 |
Bid3:52:05 PM |
Ask3:52:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.336EUR |
-5.88% |
0.338
Bid Size: 10,000 |
0.348
Ask Size: 10,000 |
VOESTALPINE AG |
26.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
9/26/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.21 |
| Time value: |
0.13 |
| Break-even: |
22.55 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
2.99% |
| Delta: |
-0.54 |
| Theta: |
0.00 |
| Omega: |
-3.73 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.342 |
| High: |
0.342 |
| Low: |
0.336 |
| Previous Close: |
0.357 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
+12.37% |
| 3 Months |
|
|
-2.33% |
| YTD |
|
|
+18.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.357 |
0.321 |
| 1M High / 1M Low: |
0.357 |
0.269 |
| 6M High / 6M Low: |
0.408 |
0.246 |
| High (YTD): |
3/11/2024 |
0.408 |
| Low (YTD): |
5/28/2024 |
0.246 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.333 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.300 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.317 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.31% |
| Volatility 6M: |
|
93.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
