RBI Put/BAWAG Group 23-25
/ AT0000A37A24
RBI Put/BAWAG Group 23-25/ AT0000A37A24 /
2024-06-21 9:15:00 AM |
Chg.-0.005 |
Bid5:16:21 PM |
Ask5:16:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
-12.20% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
40.00 EUR |
2025-03-21 |
Put |
Master data
WKN: |
RC1A7E |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2023-10-02 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-103.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.25 |
Parity: |
-1.99 |
Time value: |
0.06 |
Break-even: |
39.42 |
Moneyness: |
0.67 |
Premium: |
0.34 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.02 |
Spread %: |
52.63% |
Delta: |
-0.06 |
Theta: |
0.00 |
Omega: |
-6.48 |
Rho: |
-0.03 |
Quote data
Open: |
0.036 |
High: |
0.036 |
Low: |
0.036 |
Previous Close: |
0.041 |
Turnover: |
- |
Market phase: |
X RC P |
All quotes in EUR
Performance
1 Week |
|
|
-34.55% |
1 Month |
|
|
-20.00% |
3 Months |
|
|
-75.68% |
YTD |
|
|
-89.02% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.055 |
0.041 |
1M High / 1M Low: |
0.055 |
0.033 |
6M High / 6M Low: |
0.380 |
0.033 |
High (YTD): |
2024-01-17 |
0.380 |
Low (YTD): |
2024-05-29 |
0.033 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.047 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.042 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.166 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
217.47% |
Volatility 6M: |
|
147.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |