RBI Put 45 SLL 20.09.2024
/ AT0000A36E96
RBI Put 45 SLL 20.09.2024/ AT0000A36E96 /
| 2024-05-31 9:16:36 AM |
Chg.+0.034 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.583EUR |
+6.19% |
-
Bid Size: - |
-
Ask Size: - |
SCHOELLER-BLECKMANN ... |
45.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
RC1AX9 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
SCHOELLER-BLECKMANN OILF. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.28 |
| Parity: |
0.59 |
| Time value: |
0.02 |
| Break-even: |
38.87 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
5.15% |
| Delta: |
-0.77 |
| Theta: |
0.00 |
| Omega: |
-4.94 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.583 |
| High: |
0.583 |
| Low: |
0.583 |
| Previous Close: |
0.549 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.64% |
| 1 Month |
|
|
+88.67% |
| 3 Months |
|
|
-2.51% |
| YTD |
|
|
+3.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.625 |
0.531 |
| 1M High / 1M Low: |
0.625 |
0.215 |
| 6M High / 6M Low: |
0.778 |
0.215 |
| High (YTD): |
2024-03-12 |
0.670 |
| Low (YTD): |
2024-05-22 |
0.215 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.567 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.381 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.514 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
299.14% |
| Volatility 6M: |
|
162.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
