RBI Put/BAWAG Group 24-25
/ AT0000A3BXD8
RBI Put/BAWAG Group 24-25/ AT0000A3BXD8 /
2024-09-20 12:18:11 PM |
Chg.-0.024 |
Bid5:27:40 PM |
Ask5:27:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
-5.66% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
56.00 EUR |
2025-09-19 |
Put |
Master data
WKN: |
RC1DYW |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
56.00 EUR |
Maturity: |
2025-09-19 |
Issue date: |
2024-04-08 |
Last trading day: |
2025-09-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-16.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.25 |
Parity: |
-1.55 |
Time value: |
0.43 |
Break-even: |
51.75 |
Moneyness: |
0.78 |
Premium: |
0.28 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.02 |
Spread %: |
4.94% |
Delta: |
-0.20 |
Theta: |
-0.01 |
Omega: |
-3.30 |
Rho: |
-0.18 |
Quote data
Open: |
0.411 |
High: |
0.411 |
Low: |
0.400 |
Previous Close: |
0.424 |
Turnover: |
- |
Market phase: |
OP |
All quotes in EUR
Performance
1 Week |
|
|
-16.84% |
1 Month |
|
|
-21.72% |
3 Months |
|
|
-39.39% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.481 |
0.400 |
1M High / 1M Low: |
0.522 |
0.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.440 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.476 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |