RBI Put 140 MYM 20.09.2024
/ AT0000A33L17
RBI Put 140 MYM 20.09.2024/ AT0000A33L17 /
| 31/05/2024 09:16:11 |
Chg.-0.04 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
-1.57% |
-
Bid Size: - |
-
Ask Size: - |
MAYR-MELNHOF KARTON |
140.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
RC0841 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
MAYR-MELNHOF KARTON |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.56 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
2.56 |
| Time value: |
0.02 |
| Break-even: |
114.20 |
| Moneyness: |
1.22 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.78% |
| Delta: |
-0.83 |
| Theta: |
-0.01 |
| Omega: |
-3.67 |
| Rho: |
-0.37 |
Quote data
| Open: |
2.50 |
| High: |
2.50 |
| Low: |
2.50 |
| Previous Close: |
2.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.63% |
| 1 Month |
|
|
-11.66% |
| 3 Months |
|
|
-6.72% |
| YTD |
|
|
+19.62% |
| 1 Year |
|
|
+45.35% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.54 |
2.37 |
| 1M High / 1M Low: |
2.83 |
2.23 |
| 6M High / 6M Low: |
3.35 |
1.93 |
| High (YTD): |
13/03/2024 |
3.35 |
| Low (YTD): |
26/01/2024 |
1.93 |
| 52W High: |
30/10/2023 |
3.49 |
| 52W Low: |
07/08/2023 |
1.52 |
| Avg. price 1W: |
|
2.46 |
| Avg. volume 1W: |
|
100 |
| Avg. price 1M: |
|
2.50 |
| Avg. volume 1M: |
|
22.73 |
| Avg. price 6M: |
|
2.53 |
| Avg. volume 6M: |
|
4.05 |
| Avg. price 1Y: |
|
2.35 |
| Avg. volume 1Y: |
|
1.98 |
| Volatility 1M: |
|
64.78% |
| Volatility 6M: |
|
87.15% |
| Volatility 1Y: |
|
85.45% |
| Volatility 3Y: |
|
- |
