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RBI Put 31 VAS 20.09.2024/  AT0000A33L33  /

EUWAX
2024-05-20  9:15:51 AM Chg.-0.029 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.537EUR -5.12% -
Bid Size: -		 -
Ask Size: -		 VOESTALPINE AG 31.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.51
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.49
Implied volatility: 0.47
Historic volatility: 0.25
Parity: 0.49
Time value: 0.09
Break-even: 25.20
Moneyness: 1.19
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.75%
Delta: -0.67
Theta: -0.01
Omega: -3.03
Rho: -0.08
 

Quote data

Open: 0.537
High: 0.537
Low: 0.537
Previous Close: 0.566
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.76%
1 Month
  -24.26%
3 Months
  -16.87%
YTD  
+15.73%
1 Year  
+16.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.537
1M High / 1M Low: 0.687 0.537
6M High / 6M Low: 0.741 0.446
High (YTD): 2024-03-11 0.741
Low (YTD): 2024-01-24 0.463
52W High: 2023-10-30 0.860
52W Low: 2023-06-14 0.340
Avg. price 1W:   0.594
Avg. volume 1W:   0.000
Avg. price 1M:   0.632
Avg. volume 1M:   0.000
Avg. price 6M:   0.590
Avg. volume 6M:   0.000
Avg. price 1Y:   0.574
Avg. volume 1Y:   0.000
Volatility 1M:   69.80%
Volatility 6M:   74.92%
Volatility 1Y:   76.00%
Volatility 3Y:   -