RBI Put/Post 23-25/ AT0000A37C06 /
5/22/2024 12:03:40 PM | Chg.+0.013 | Bid12:52:23 PM | Ask12:52:23 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.060EUR | +27.66% | 0.063 Bid Size: 10,000 |
0.083 Ask Size: 10,000 |
OESTERREICH. POST AG | 27.50 EUR | 3/21/2025 | Put |
Master data
WKN: | RC1A88 |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | OESTERREICH. POST AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 27.50 EUR |
Maturity: | 3/21/2025 |
Issue date: | 10/4/2023 |
Last trading day: | 3/20/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -44.15 |
Leverage: | Yes |
Calculated values
Fair value: | 0.02 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.15 |
Parity: | -0.39 |
Time value: | 0.07 |
Break-even: | 26.79 |
Moneyness: | 0.88 |
Premium: | 0.15 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.02 |
Spread %: | 39.22% |
Delta: | -0.18 |
Theta: | 0.00 |
Omega: | -8.14 |
Rho: | -0.05 |
Quote data
Open: | 0.060 |
---|---|
High: | 0.060 |
Low: | 0.060 |
Previous Close: | 0.047 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | +50.00% | ||
---|---|---|---|
1 Month | -40.59% | ||
3 Months | -56.20% | ||
YTD | -40.59% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.047 | 0.040 |
---|---|---|
1M High / 1M Low: | 0.096 | 0.036 |
6M High / 6M Low: | 0.159 | 0.036 |
High (YTD): | 3/1/2024 | 0.159 |
Low (YTD): | 5/13/2024 | 0.036 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.043 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.058 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.111 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 227.84% | |
Volatility 6M: | 116.02% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |