RBI Put/voestalpine 24-25
/ AT0000A3BY68
RBI Put/voestalpine 24-25/ AT0000A3BY68 /
2024-09-23 12:03:34 PM |
Chg.+0.022 |
Bid2:52:29 PM |
Ask2:52:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.517EUR |
+4.44% |
0.514 Bid Size: 10,000 |
0.524 Ask Size: 10,000 |
VOESTALPINE AG |
25.00 EUR |
2025-09-19 |
Put |
Master data
WKN: |
RC1DZP |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
VOESTALPINE AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
25.00 EUR |
Maturity: |
2025-09-19 |
Issue date: |
2024-04-08 |
Last trading day: |
2025-09-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.38 |
Implied volatility: |
0.39 |
Historic volatility: |
0.24 |
Parity: |
0.38 |
Time value: |
0.14 |
Break-even: |
19.80 |
Moneyness: |
1.18 |
Premium: |
0.07 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
1.96% |
Delta: |
-0.56 |
Theta: |
0.00 |
Omega: |
-2.27 |
Rho: |
-0.17 |
Quote data
Open: |
0.519 |
High: |
0.519 |
Low: |
0.517 |
Previous Close: |
0.495 |
Turnover: |
- |
Market phase: |
X RC P |
All quotes in EUR
Performance
1 Week |
|
|
-7.35% |
1 Month |
|
|
+10.94% |
3 Months |
|
|
+52.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.558 |
0.462 |
1M High / 1M Low: |
0.569 |
0.442 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.511 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.500 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |