RBI Put 31 VAS 20.09.2024
/ AT0000A33L33
RBI Put 31 VAS 20.09.2024/ AT0000A33L33 /
| 21/06/2024 09:16:04 |
Chg.-0.021 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.617EUR |
-3.29% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
31.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
RC0843 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
31.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.24 |
| Parity: |
0.59 |
| Time value: |
0.06 |
| Break-even: |
24.50 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
-0.75 |
| Theta: |
-0.01 |
| Omega: |
-2.90 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.617 |
| High: |
0.617 |
| Low: |
0.617 |
| Previous Close: |
0.638 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.44% |
| 1 Month |
|
|
+22.42% |
| 3 Months |
|
|
+2.15% |
| YTD |
|
|
+32.97% |
| 1 Year |
|
|
+58.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.676 |
0.617 |
| 1M High / 1M Low: |
0.676 |
0.500 |
| 6M High / 6M Low: |
0.741 |
0.448 |
| High (YTD): |
11/03/2024 |
0.741 |
| Low (YTD): |
24/01/2024 |
0.463 |
| 52W High: |
30/10/2023 |
0.860 |
| 52W Low: |
13/07/2023 |
0.370 |
| Avg. price 1W: |
|
0.649 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.569 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.588 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.585 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
97.72% |
| Volatility 6M: |
|
80.13% |
| Volatility 1Y: |
|
76.14% |
| Volatility 3Y: |
|
- |
