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RBI Put 31 VAS 20.09.2024/  AT0000A33L33  /

EUWAX
07/06/2024  09:16:21 Chg.-0.050 Bid16:20:52 Ask16:20:52 Underlying Strike price Expiration date Option type
0.520EUR -8.77% 0.550
Bid Size: 10,000		 0.560
Ask Size: 10,000		 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: -4.89
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.46
Implied volatility: 0.45
Historic volatility: 0.24
Parity: 0.46
Time value: 0.08
Break-even: 25.61
Moneyness: 1.18
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.89%
Delta: -0.69
Theta: -0.01
Omega: -3.40
Rho: -0.07
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.98%
1 Month
  -11.56%
3 Months
  -29.63%
YTD  
+12.07%
1 Year  
+23.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.502
1M High / 1M Low: 0.687 0.500
6M High / 6M Low: 0.741 0.446
High (YTD): 11/03/2024 0.741
Low (YTD): 24/01/2024 0.463
52W High: 30/10/2023 0.860
52W Low: 14/06/2023 0.340
Avg. price 1W:   0.538
Avg. volume 1W:   0.000
Avg. price 1M:   0.568
Avg. volume 1M:   0.000
Avg. price 6M:   0.580
Avg. volume 6M:   0.000
Avg. price 1Y:   0.576
Avg. volume 1Y:   0.000
Volatility 1M:   108.42%
Volatility 6M:   81.74%
Volatility 1Y:   77.46%
Volatility 3Y:   -