RBI Put 28 ATS 20.09.2024
/ AT0000A33CH7
RBI Put 28 ATS 20.09.2024/ AT0000A33CH7 /
| 23/05/2024 09:15:27 |
Chg.- |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.604EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
28.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
04/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.42 |
| Parity: |
0.50 |
| Time value: |
0.11 |
| Break-even: |
21.96 |
| Moneyness: |
1.22 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
-0.02 |
| Spread %: |
-3.51% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-2.54 |
| 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 |
|
|
-20.11% |
| 3 Months |
|
|
-37.67% |
| YTD |
|
|
+35.73% |
| 1 Year |
|
|
+34.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.854 |
0.594 |
| 6M High / 6M Low: |
1.160 |
0.442 |
| High (YTD): |
20/03/2024 |
1.160 |
| Low (YTD): |
02/01/2024 |
0.478 |
| 52W High: |
20/03/2024 |
1.160 |
| 52W Low: |
04/08/2023 |
0.270 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.701 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.760 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.567 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
157.49% |
| Volatility 6M: |
|
89.65% |
| Volatility 1Y: |
|
107.34% |
| Volatility 3Y: |
|
- |
