RBI Put 28 ATS 20.09.2024
/ AT0000A33CH7
RBI Put 28 ATS 20.09.2024/ AT0000A33CH7 /
| 5/23/2024 9:15:27 AM |
Chg.- |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.604EUR |
- |
-
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: |
6/4/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.42 |
| Parity: |
0.59 |
| Time value: |
0.02 |
| Break-even: |
21.96 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
-0.02 |
| Spread %: |
-3.51% |
| Delta: |
-0.82 |
| Theta: |
0.00 |
| Omega: |
-3.01 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.604 |
| High: |
0.604 |
| Low: |
0.604 |
| Previous Close: |
0.625 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.68% |
| 3 Months |
|
|
-45.09% |
| YTD |
|
|
+35.73% |
| 1 Year |
|
|
+63.24% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.625 |
0.594 |
| 6M High / 6M Low: |
1.160 |
0.442 |
| High (YTD): |
3/20/2024 |
1.160 |
| Low (YTD): |
1/2/2024 |
0.478 |
| 52W High: |
3/20/2024 |
1.160 |
| 52W Low: |
8/4/2023 |
0.270 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.608 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.781 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.573 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
95.92% |
| Volatility 6M: |
|
90.90% |
| Volatility 1Y: |
|
108.36% |
| Volatility 3Y: |
|
- |
