OverviewChartNewsTraderScreen

RBI Put/voestalpine 23-24/  AT0000A33L33  /

Wien OS
6/5/2024  12:04:56 PM Chg.-0.068 Bid4:12:15 PM Ask4:12:15 PM Underlying Strike price Expiration date Option type
0.520EUR -11.56% 0.536
Bid Size: 10,000		 0.546
Ask Size: 10,000		 VOESTALPINE AG 31.00 - 9/20/2024 Put
 

Master data

WKN: RC0843
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Put
Strike price: 31.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.12
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.54
Implied volatility: 0.50
Historic volatility: 0.24
Parity: 0.54
Time value: 0.08
Break-even: 24.79
Moneyness: 1.21
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.64%
Delta: -0.70
Theta: -0.01
Omega: -2.89
Rho: -0.07
 

Quote data

Open: 0.510
High: 0.520
Low: 0.510
Previous Close: 0.588
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -14.33%
3 Months
  -24.75%
YTD  
+12.07%
1 Year  
+9.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.588 0.500
1M High / 1M Low: 0.687 0.491
6M High / 6M Low: 0.739 0.437
High (YTD): 3/11/2024 0.739
Low (YTD): 1/25/2024 0.464
52W High: 10/25/2023 0.868
52W Low: 6/14/2023 0.359
Avg. price 1W:   0.538
Avg. volume 1W:   0.000
Avg. price 1M:   0.572
Avg. volume 1M:   0.000
Avg. price 6M:   0.582
Avg. volume 6M:   0.000
Avg. price 1Y:   0.575
Avg. volume 1Y:   40.650
Volatility 1M:   114.16%
Volatility 6M:   90.90%
Volatility 1Y:   80.92%
Volatility 3Y:   -