RBI Put/Wienerberger 24-25
/ AT0000A3BY76
RBI Put/Wienerberger 24-25/ AT0000A3BY76 /
2024-09-19 12:04:33 PM |
Chg.-0.074 |
Bid5:29:58 PM |
Ask5:29:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.525EUR |
-12.35% |
- Bid Size: - |
- Ask Size: - |
WIENERBERGER |
33.00 EUR |
2025-09-19 |
Put |
Master data
WKN: |
RC1DZQ |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
WIENERBERGER |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
33.00 EUR |
Maturity: |
2025-09-19 |
Issue date: |
2024-04-08 |
Last trading day: |
2025-09-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.30 |
Implied volatility: |
0.40 |
Historic volatility: |
0.23 |
Parity: |
0.30 |
Time value: |
0.29 |
Break-even: |
27.13 |
Moneyness: |
1.10 |
Premium: |
0.10 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.73% |
Delta: |
-0.48 |
Theta: |
0.00 |
Omega: |
-2.47 |
Rho: |
-0.20 |
Quote data
Open: |
0.541 |
High: |
0.541 |
Low: |
0.525 |
Previous Close: |
0.599 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.93% |
1 Month |
|
|
-15.19% |
3 Months |
|
|
+37.80% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.632 |
0.599 |
1M High / 1M Low: |
0.682 |
0.583 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.614 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.622 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |