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RBI Put 64.3201 OEWA 20.09.2024/  AT0000A36EE3  /

EUWAX
2024-06-05  9:16:22 AM Chg.+0.021 Bid10:41:15 AM Ask10:41:15 AM Underlying Strike price Expiration date Option type
0.126EUR +20.00% 0.126
Bid Size: 10,000		 0.156
Ask Size: 10,000		 VERBUND AG INH... 64.3201 EUR 2024-09-20 Put
 

Master data

WKN: RC1AYE
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Put
Strike price: 64.32 EUR
Maturity: 2024-09-20
Issue date: 2023-07-20
Last trading day: 2024-09-19
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: -48.45
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.27
Parity: -1.20
Time value: 0.16
Break-even: 62.75
Moneyness: 0.84
Premium: 0.18
Premium p.a.: 0.74
Spread abs.: 0.03
Spread %: 23.26%
Delta: -0.17
Theta: -0.02
Omega: -8.11
Rho: -0.04
 

Quote data

Open: 0.126
High: 0.126
Low: 0.126
Previous Close: 0.105
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.89%
1 Month
  -52.09%
3 Months
  -78.93%
YTD
  -37.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.185 0.105
1M High / 1M Low: 0.300 0.105
6M High / 6M Low: 0.874 0.105
High (YTD): 2024-02-15 0.874
Low (YTD): 2024-06-04 0.105
52W High: - -
52W Low: - -
Avg. price 1W:   0.153
Avg. volume 1W:   0.000
Avg. price 1M:   0.191
Avg. volume 1M:   0.000
Avg. price 6M:   0.393
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   283.31%
Volatility 6M:   187.36%
Volatility 1Y:   -
Volatility 3Y:   -