RBI Put/BAWAG Group 24-25
/ AT0000A3BXE6
RBI Put/BAWAG Group 24-25/ AT0000A3BXE6 /
| 2024-09-23 9:15:03 AM |
Chg.+0.015 |
Bid9:32:32 AM |
Ask9:32:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.544EUR |
+2.84% |
0.545
Bid Size: 10,000 |
0.565
Ask Size: 10,000 |
BAWAG GROUP AG |
60.00 EUR |
2025-09-19 |
Put |
Master data
| WKN: |
RC1DYX |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.25 |
| Parity: |
-1.15 |
| Time value: |
0.56 |
| Break-even: |
54.45 |
| Moneyness: |
0.84 |
| Premium: |
0.24 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
3.74% |
| Delta: |
-0.24 |
| Theta: |
-0.01 |
| Omega: |
-3.11 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.544 |
| High: |
0.544 |
| Low: |
0.544 |
| Previous Close: |
0.529 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.38% |
| 1 Month |
|
|
-17.70% |
| 3 Months |
|
|
-38.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.628 |
0.529 |
| 1M High / 1M Low: |
0.676 |
0.529 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
