RBI Put/Schoeller 23-24/ AT0000A36E96 /
2024-06-24 9:15:02 AM | Chg.+0.036 | Bid12:30:10 PM | Ask12:30:10 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.751EUR | +5.03% | 0.728 Bid Size: 10,000 |
0.758 Ask Size: 10,000 |
SCHOELLER-BLECKMANN ... | 45.00 EUR | 2024-09-20 | Put |
Master data
WKN: | RC1AX9 |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | SCHOELLER-BLECKMANN OILF. |
Type: | Warrant |
Option type: | Put |
Strike price: | 45.00 EUR |
Maturity: | 2024-09-20 |
Issue date: | 2023-07-20 |
Last trading day: | 2024-09-19 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -4.90 |
Leverage: | Yes |
Calculated values
Fair value: | 0.76 |
---|---|
Intrinsic value: | 0.76 |
Implied volatility: | 0.32 |
Historic volatility: | 0.27 |
Parity: | 0.76 |
Time value: | 0.00 |
Break-even: | 37.37 |
Moneyness: | 1.20 |
Premium: | 0.00 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.03 |
Spread %: | 4.09% |
Delta: | -0.85 |
Theta: | 0.00 |
Omega: | -4.18 |
Rho: | -0.10 |
Quote data
Open: | 0.751 |
---|---|
High: | 0.751 |
Low: | 0.751 |
Previous Close: | 0.715 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | +0.40% | ||
---|---|---|---|
1 Month | +58.77% | ||
3 Months | +62.55% | ||
YTD | +32.69% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.748 | 0.662 |
---|---|---|
1M High / 1M Low: | 0.796 | 0.473 |
6M High / 6M Low: | 0.796 | 0.215 |
High (YTD): | 2024-06-10 | 0.796 |
Low (YTD): | 2024-05-22 | 0.215 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.709 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.657 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.511 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 152.91% | |
Volatility 6M: | 173.17% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |