RBI Put 74.2155 OEWA 21.03.2025
/ AT0000A37AG4
RBI Put 74.2155 OEWA 21.03.2025/ AT0000A37AG4 /
| 2024-09-20 9:16:05 AM |
Chg.+0.119 |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.649EUR |
+22.45% |
-
Bid Size: - |
-
Ask Size: - |
VERBUND AG INH... |
74.2155 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
RC1A7U |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
74.22 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
9.89:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
0.21 |
| Time value: |
0.48 |
| Break-even: |
67.40 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
4.55% |
| Delta: |
-0.48 |
| Theta: |
-0.01 |
| Omega: |
-5.04 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.649 |
| High: |
0.649 |
| Low: |
0.649 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.15% |
| 1 Month |
|
|
+31.64% |
| 3 Months |
|
|
-0.15% |
| YTD |
|
|
+4.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.554 |
0.530 |
| 1M High / 1M Low: |
0.555 |
0.425 |
| 6M High / 6M Low: |
1.410 |
0.425 |
| High (YTD): |
2024-02-15 |
1.680 |
| Low (YTD): |
2024-09-10 |
0.425 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.501 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.763 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.27% |
| Volatility 6M: |
|
103.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
