Raiffeisen Bank International AG Vkf.-OS 25.09.24 ATS 28
/ AT0000A33CH7
Raiffeisen Bank International AG .../ AT0000A33CH7 /
5/21/2024 12:00:00 AM |
Chg.+0.04 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.63EUR |
+6.73% |
- Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
28.00 - |
9/20/2024 |
Put |
Master data
WKN: |
RC08XM |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
28.00 - |
Maturity: |
9/20/2024 |
Issue date: |
3/30/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.62 |
Implied volatility: |
0.48 |
Historic volatility: |
0.42 |
Parity: |
0.62 |
Time value: |
0.04 |
Break-even: |
21.47 |
Moneyness: |
1.28 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
3.16% |
Delta: |
-0.77 |
Theta: |
-0.01 |
Omega: |
-2.56 |
Rho: |
-0.08 |
Quote data
Open: |
0.63 |
High: |
0.63 |
Low: |
0.63 |
Previous Close: |
0.59 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.00% |
1 Month |
|
|
-29.21% |
3 Months |
|
|
-23.17% |
YTD |
|
|
+43.18% |
1 Year |
|
|
+18.87% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.75 |
0.59 |
1M High / 1M Low: |
0.89 |
0.59 |
6M High / 6M Low: |
1.16 |
0.44 |
High (YTD): |
3/20/2024 |
1.16 |
Low (YTD): |
1/2/2024 |
0.49 |
52W High: |
3/20/2024 |
1.16 |
52W Low: |
8/4/2023 |
0.28 |
Avg. price 1W: |
|
0.64 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.77 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.76 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.58 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
113.42% |
Volatility 6M: |
|
87.66% |
Volatility 1Y: |
|
104.09% |
Volatility 3Y: |
|
- |