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RBI Put/voestalpine 23-24/  AT0000A33L33  /

Wien OS
2024-06-21  12:06:05 PM Chg.-0.012 Bid5:25:12 PM Ask5:25:12 PM Underlying Strike price Expiration date Option type
0.628EUR -1.88% -
Bid Size: -		 -
Ask Size: -		 VOESTALPINE AG 31.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.04
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.56
Implied volatility: 0.52
Historic volatility: 0.24
Parity: 0.56
Time value: 0.07
Break-even: 24.71
Moneyness: 1.22
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.62%
Delta: -0.72
Theta: -0.01
Omega: -2.92
Rho: -0.06
 

Quote data

Open: 0.621
High: 0.628
Low: 0.621
Previous Close: 0.640
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.15%
1 Month  
+24.60%
3 Months  
+4.67%
YTD  
+35.34%
1 Year  
+53.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.684 0.628
1M High / 1M Low: 0.684 0.491
6M High / 6M Low: 0.739 0.442
High (YTD): 2024-03-11 0.739
Low (YTD): 2024-01-25 0.464
52W High: 2023-10-25 0.868
52W Low: 2023-07-04 0.363
Avg. price 1W:   0.653
Avg. volume 1W:   0.000
Avg. price 1M:   0.568
Avg. volume 1M:   0.000
Avg. price 6M:   0.589
Avg. volume 6M:   0.000
Avg. price 1Y:   0.585
Avg. volume 1Y:   40.816
Volatility 1M:   104.17%
Volatility 6M:   89.57%
Volatility 1Y:   80.29%
Volatility 3Y:   -