RBI Put 24 ATS 20.09.2024
/ AT0000A33CG9
RBI Put 24 ATS 20.09.2024/ AT0000A33CG9 /
| 2024-05-23 9:15:27 AM |
Chg.- |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.374EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
24.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
RC08XL |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-06-04 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.42 |
| Parity: |
0.19 |
| Time value: |
0.19 |
| Break-even: |
20.26 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
-0.01 |
| Spread %: |
-3.61% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-3.13 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.374 |
| High: |
0.374 |
| Low: |
0.374 |
| Previous Close: |
0.388 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+0.27% |
| 3 Months |
|
|
-48.84% |
| YTD |
|
|
+50.81% |
| 1 Year |
|
|
+62.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.388 |
0.373 |
| 6M High / 6M Low: |
0.789 |
0.247 |
| High (YTD): |
2024-03-20 |
0.789 |
| Low (YTD): |
2024-01-02 |
0.269 |
| 52W High: |
2024-03-20 |
0.789 |
| 52W Low: |
2023-07-31 |
0.159 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.378 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.489 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.352 |
| Avg. volume 1Y: |
|
8.511 |
| Volatility 1M: |
|
85.30% |
| Volatility 6M: |
|
109.84% |
| Volatility 1Y: |
|
131.39% |
| Volatility 3Y: |
|
- |
