RBI Put/Semperit 23-24/ AT0000A33L25 /
| 17/05/2024 16:51:14 | Chg.+0.010 | Bid16:51:16 | Ask16:51:16 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.140EUR | +0.88% | - Bid Size: - |
- Ask Size: - |
SEMPERIT AG HLDG | 21.6741 EUR | 20/09/2024 | Put |
Master data
| WKN: | RC0842 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | SEMPERIT AG HLDG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 21.67 EUR |
| Maturity: | 20/09/2024 |
| Issue date: | 30/03/2023 |
| Last trading day: | 19/09/2024 |
| Ratio: | 8.67:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -1.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.13 |
|---|---|
| Intrinsic value: | 1.13 |
| Implied volatility: | 0.79 |
| Historic volatility: | 0.33 |
| Parity: | 1.13 |
| Time value: | 0.01 |
| Break-even: | 11.80 |
| Moneyness: | 1.83 |
| Premium: | 0.01 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.01 |
| Spread %: | 0.89% |
| Delta: | -0.85 |
| Theta: | 0.00 |
| Omega: | -1.02 |
| Rho: | -0.07 |
Quote data
| Open: | 1.130 |
|---|---|
| High: | 1.140 |
| Low: | 1.130 |
| Previous Close: | 1.130 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -0.87% | ||
|---|---|---|---|
| 1 Month | -0.87% | ||
| 3 Months | +25.83% | ||
| YTD | +28.96% | ||
| 1 Year | +72.99% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.160 | 1.130 |
|---|---|---|
| 1M High / 1M Low: | 1.200 | 1.130 |
| 6M High / 6M Low: | 1.250 | 0.752 |
| High (YTD): | 27/03/2024 | 1.250 |
| Low (YTD): | 12/01/2024 | 0.752 |
| 52W High: | 27/03/2024 | 1.250 |
| 52W Low: | 12/09/2023 | 0.519 |
| Avg. price 1W: | 1.144 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.163 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.994 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.837 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 19.65% | |
| Volatility 6M: | 39.70% | |
| Volatility 1Y: | 48.72% | |
| Volatility 3Y: | - |
