RBI Put 26 VAS 21.03.2025
/ AT0000A37793
RBI Put 26 VAS 21.03.2025/ AT0000A37793 /
| 2024-06-21 9:16:37 AM |
Chg.-0.011 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.301EUR |
-3.53% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
26.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
RC1A45 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
0.06 |
| Time value: |
0.26 |
| Break-even: |
22.87 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
3.30% |
| Delta: |
-0.43 |
| Theta: |
0.00 |
| Omega: |
-3.50 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.301 |
| High: |
0.301 |
| Low: |
0.301 |
| Previous Close: |
0.312 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.44% |
| 1 Month |
|
|
+18.50% |
| 3 Months |
|
|
-7.38% |
| YTD |
|
|
+5.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.333 |
0.301 |
| 1M High / 1M Low: |
0.333 |
0.247 |
| 6M High / 6M Low: |
0.409 |
0.247 |
| High (YTD): |
2024-03-11 |
0.409 |
| Low (YTD): |
2024-06-05 |
0.247 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.319 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.320 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.51% |
| Volatility 6M: |
|
83.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
