RBI Put/Wienerberger 24-25
/ AT0000A3BY76
RBI Put/Wienerberger 24-25/ AT0000A3BY76 /
2024-09-20 12:06:19 PM |
Chg.+0.054 |
Bid5:29:52 PM |
Ask5:29:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.579EUR |
+10.29% |
- 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: |
-5.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.39 |
Historic volatility: |
0.23 |
Parity: |
0.19 |
Time value: |
0.34 |
Break-even: |
27.67 |
Moneyness: |
1.06 |
Premium: |
0.11 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
1.91% |
Delta: |
-0.45 |
Theta: |
0.00 |
Omega: |
-2.62 |
Rho: |
-0.19 |
Quote data
Open: |
0.544 |
High: |
0.579 |
Low: |
0.544 |
Previous Close: |
0.525 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.66% |
1 Month |
|
|
-7.21% |
3 Months |
|
|
+56.49% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.625 |
0.525 |
1M High / 1M Low: |
0.682 |
0.525 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.593 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.618 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.14% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |