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RBI Put 28 AUS 20.09.2024/  AT0000A33CH7  /

EUWAX
2024-05-17  9:15:54 AM Chg.-0.091 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.667EUR -12.01% -
Bid Size: -		 -
Ask Size: -		 AT+S AUSTR.T.+SYSTEM... 28.00 - 2024-09-20 Put
 

Master data

WKN: RC08XM
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: AT+S AUSTR.T.+SYSTEMT.
Type: Warrant
Option type: Put
Strike price: 28.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.71
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.54
Implied volatility: 0.50
Historic volatility: 0.42
Parity: 0.54
Time value: 0.07
Break-even: 21.91
Moneyness: 1.24
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 3.40%
Delta: -0.71
Theta: -0.01
Omega: -2.62
Rho: -0.08
 

Quote data

Open: 0.667
High: 0.667
Low: 0.667
Previous Close: 0.758
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.30%
1 Month
  -33.96%
3 Months
  -5.79%
YTD  
+49.89%
1 Year  
+38.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.854 0.667
1M High / 1M Low: 1.010 0.667
6M High / 6M Low: 1.160 0.430
High (YTD): 2024-03-20 1.160
Low (YTD): 2024-01-02 0.478
52W High: 2024-03-20 1.160
52W Low: 2023-08-04 0.270
Avg. price 1W:   0.767
Avg. volume 1W:   0.000
Avg. price 1M:   0.815
Avg. volume 1M:   0.000
Avg. price 6M:   0.735
Avg. volume 6M:   0.000
Avg. price 1Y:   0.562
Avg. volume 1Y:   0.000
Volatility 1M:   111.71%
Volatility 6M:   91.85%
Volatility 1Y:   106.86%
Volatility 3Y:   -