RBI Put/Andritz 24-25/ AT0000A3BX93 /
6/19/2024 12:05:35 PM | Chg.+0.022 | Bid5:27:57 PM | Ask5:27:57 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.567EUR | +4.04% | - Bid Size: - |
- Ask Size: - |
ANDRITZ AG | 56.00 EUR | 9/19/2025 | Put |
Master data
WKN: | RC1DYS |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | ANDRITZ AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 56.00 EUR |
Maturity: | 9/19/2025 |
Issue date: | 4/8/2024 |
Last trading day: | 9/18/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -10.11 |
Leverage: | Yes |
Calculated values
Fair value: | 0.39 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.31 |
Historic volatility: | 0.24 |
Parity: | -0.21 |
Time value: | 0.57 |
Break-even: | 50.26 |
Moneyness: | 0.96 |
Premium: | 0.13 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.02 |
Spread %: | 3.61% |
Delta: | -0.34 |
Theta: | -0.01 |
Omega: | -3.46 |
Rho: | -0.32 |
Quote data
Open: | 0.562 |
---|---|
High: | 0.567 |
Low: | 0.562 |
Previous Close: | 0.545 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +20.38% | ||
---|---|---|---|
1 Month | -21.47% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.545 | 0.418 |
---|---|---|
1M High / 1M Low: | 0.717 | 0.418 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.485 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.602 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 147.54% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |