RBI Put/Wienerberger 23-25
/ AT0000A377A4
RBI Put/Wienerberger 23-25/ AT0000A377A4 /
30/08/2024 12:03:52 |
Chg.+0.007 |
Bid17:29:39 |
Ask17:29:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.096EUR |
+7.87% |
- Bid Size: - |
- Ask Size: - |
WIENERBERGER |
24.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
RC1A46 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
WIENERBERGER |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
24.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
26/09/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-30.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.22 |
Parity: |
-0.59 |
Time value: |
0.10 |
Break-even: |
23.02 |
Moneyness: |
0.80 |
Premium: |
0.23 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.01 |
Spread %: |
11.36% |
Delta: |
-0.17 |
Theta: |
-0.01 |
Omega: |
-5.30 |
Rho: |
-0.03 |
Quote data
Open: |
0.093 |
High: |
0.096 |
Low: |
0.093 |
Previous Close: |
0.089 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.00% |
1 Month |
|
|
+12.94% |
3 Months |
|
|
+118.18% |
YTD |
|
|
-19.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.096 |
0.089 |
1M High / 1M Low: |
0.157 |
0.085 |
6M High / 6M Low: |
0.157 |
0.038 |
High (YTD): |
13/08/2024 |
0.157 |
Low (YTD): |
28/05/2024 |
0.038 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.092 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.116 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.079 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
217.34% |
Volatility 6M: |
|
163.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |