RBI Put 15 RAW 20.09.2024
/ AT0000A33CW6
RBI Put 15 RAW 20.09.2024/ AT0000A33CW6 /
2024-06-18 9:16:53 AM |
Chg.-0.012 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.058EUR |
-17.14% |
- Bid Size: - |
- Ask Size: - |
RAIFFEISEN BK INTL I... |
15.00 - |
2024-09-20 |
Put |
Master data
WKN: |
RC08X0 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
RAIFFEISEN BK INTL INH. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-03-30 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-19.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.28 |
Parity: |
-0.11 |
Time value: |
0.08 |
Break-even: |
14.18 |
Moneyness: |
0.93 |
Premium: |
0.12 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.02 |
Spread %: |
32.26% |
Delta: |
-0.32 |
Theta: |
-0.01 |
Omega: |
-6.20 |
Rho: |
-0.02 |
Quote data
Open: |
0.058 |
High: |
0.058 |
Low: |
0.058 |
Previous Close: |
0.070 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.00% |
1 Month |
|
|
+23.40% |
3 Months |
|
|
+5.45% |
YTD |
|
|
0.00% |
1 Year |
|
|
-81.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.070 |
0.050 |
1M High / 1M Low: |
0.070 |
0.043 |
6M High / 6M Low: |
0.111 |
0.028 |
High (YTD): |
2024-03-22 |
0.092 |
Low (YTD): |
2024-01-30 |
0.028 |
52W High: |
2023-06-23 |
0.330 |
52W Low: |
2024-01-30 |
0.028 |
Avg. price 1W: |
|
0.059 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.052 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.054 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.154 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
177.23% |
Volatility 6M: |
|
270.51% |
Volatility 1Y: |
|
197.79% |
Volatility 3Y: |
|
- |