RBI Put 55 SLL 20.09.2024
/ AT0000A33CX4
RBI Put 55 SLL 20.09.2024/ AT0000A33CX4 /
2024-06-11 9:19:59 AM |
Chg.-0.10 |
Bid8:00:07 PM |
Ask8:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.69EUR |
-5.59% |
- Bid Size: - |
- Ask Size: - |
SCHOELLER-BLECKMANN ... |
55.00 - |
2024-09-20 |
Put |
Master data
WKN: |
RC08X1 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
SCHOELLER-BLECKMANN OILF. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
55.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-03-30 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.72 |
Intrinsic value: |
1.72 |
Implied volatility: |
0.56 |
Historic volatility: |
0.27 |
Parity: |
1.72 |
Time value: |
0.02 |
Break-even: |
37.70 |
Moneyness: |
1.45 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.03 |
Spread %: |
1.76% |
Delta: |
-0.86 |
Theta: |
-0.01 |
Omega: |
-1.88 |
Rho: |
-0.14 |
Quote data
Open: |
1.69 |
High: |
1.69 |
Low: |
1.69 |
Previous Close: |
1.79 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.29% |
1 Month |
|
|
+57.94% |
3 Months |
|
|
+10.46% |
YTD |
|
|
+33.07% |
1 Year |
|
|
+79.79% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.79 |
1.59 |
1M High / 1M Low: |
1.79 |
0.89 |
6M High / 6M Low: |
1.79 |
0.85 |
High (YTD): |
2024-06-10 |
1.79 |
Low (YTD): |
2024-04-15 |
0.85 |
52W High: |
2024-06-10 |
1.79 |
52W Low: |
2023-09-28 |
0.62 |
Avg. price 1W: |
|
1.70 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.33 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.29 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.10 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
148.68% |
Volatility 6M: |
|
91.38% |
Volatility 1Y: |
|
83.91% |
Volatility 3Y: |
|
- |