RBI Put/ATX 23-25/ AT0000A37AV3 /
2024-06-06 9:15:00 AM | Chg.+0.030 | Bid5:16:24 PM | Ask5:16:24 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.480EUR | +2.07% | - Bid Size: - |
- Ask Size: - |
ATX | 3,300.00 EUR | 2025-03-21 | Put |
Master data
WKN: | RC1A77 |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | ATX |
Type: | Warrant |
Option type: | Put |
Strike price: | 3,300.00 EUR |
Maturity: | 2025-03-21 |
Issue date: | 2023-10-02 |
Last trading day: | 2025-03-20 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | -23.91 |
Leverage: | Yes |
Calculated values
Fair value: | 0.13 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.11 |
Parity: | -3.59 |
Time value: | 1.53 |
Break-even: | 3,147.00 |
Moneyness: | 0.90 |
Premium: | 0.14 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.07 |
Spread %: | 4.79% |
Delta: | -0.25 |
Theta: | -0.39 |
Omega: | -6.05 |
Rho: | -8.45 |
Quote data
Open: | 1.480 |
---|---|
High: | 1.480 |
Low: | 1.480 |
Previous Close: | 1.450 |
Turnover: | - |
Market phase: | OP |
All quotes in EUR
Performance
1 Week | +2.07% | ||
---|---|---|---|
1 Month | -16.85% | ||
3 Months | -49.14% | ||
YTD | -52.10% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.480 | 1.450 |
---|---|---|
1M High / 1M Low: | 1.780 | 1.450 |
6M High / 6M Low: | 3.420 | 1.450 |
High (YTD): | 2024-01-17 | 3.220 |
Low (YTD): | 2024-06-03 | 1.450 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.465 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 1.592 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 2.606 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 34.97% | |
Volatility 6M: | 39.35% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |