RBI Put/Mayr Melnho 23-25
/ AT0000A37785
RBI Put/Mayr Melnho 23-25/ AT0000A37785 /
| 5/17/2024 4:51:15 PM |
Chg.-0.120 |
Bid5:29:53 PM |
Ask5:29:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
-5.56% |
-
Bid Size: - |
-
Ask Size: - |
MAYR-MELNHOF KARTON |
135.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
RC1A44 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
MAYR-MELNHOF KARTON |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
9/26/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.70 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
1.70 |
| Time value: |
0.35 |
| Break-even: |
114.50 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.99% |
| Delta: |
-0.60 |
| Theta: |
-0.01 |
| Omega: |
-3.45 |
| Rho: |
-0.77 |
Quote data
| Open: |
2.060 |
| High: |
2.060 |
| Low: |
2.040 |
| Previous Close: |
2.160 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.92% |
| 1 Month |
|
|
-12.07% |
| 3 Months |
|
|
-0.97% |
| YTD |
|
|
+3.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.230 |
2.040 |
| 1M High / 1M Low: |
2.580 |
2.040 |
| 6M High / 6M Low: |
2.900 |
1.790 |
| High (YTD): |
3/12/2024 |
2.880 |
| Low (YTD): |
1/26/2024 |
1.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.348 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.353 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.90% |
| Volatility 6M: |
|
78.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
