RBI Put/voestalpine 23-25
/ AT0000A37793
RBI Put/voestalpine 23-25/ AT0000A37793 /
| 2024-09-23 12:03:34 PM |
Chg.+0.025 |
Bid5:06:03 PM |
Ask5:06:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.504EUR |
+5.22% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
26.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
RC1A45 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.48 |
| Time value: |
0.03 |
| Break-even: |
20.93 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
2.01% |
| Delta: |
-0.75 |
| Theta: |
0.00 |
| Omega: |
-3.13 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.509 |
| High: |
0.509 |
| Low: |
0.504 |
| Previous Close: |
0.479 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.35% |
| 1 Month |
|
|
+9.57% |
| 3 Months |
|
|
+64.17% |
| YTD |
|
|
+77.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.556 |
0.440 |
| 1M High / 1M Low: |
0.569 |
0.429 |
| 6M High / 6M Low: |
0.569 |
0.246 |
| High (YTD): |
2024-09-11 |
0.569 |
| Low (YTD): |
2024-05-28 |
0.246 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.499 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.493 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.355 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.38% |
| Volatility 6M: |
|
98.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
