RBI Put 32 AUS 20.09.2024
/ AT0000A33CJ3
RBI Put 32 AUS 20.09.2024/ AT0000A33CJ3 /
| 2024-04-23 9:15:26 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AT+S AUSTR.T.+SYSTEM... |
32.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
RC08XN |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-04-25 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
1.16 |
| Historic volatility: |
0.42 |
| Parity: |
0.94 |
| Time value: |
0.31 |
| Break-even: |
19.50 |
| Moneyness: |
1.42 |
| Premium: |
0.14 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.02 |
| Spread %: |
1.63% |
| Delta: |
-0.56 |
| Theta: |
-0.02 |
| Omega: |
-1.02 |
| Rho: |
-0.09 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.32 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.71% |
| 3 Months |
|
|
+20.19% |
| YTD |
|
|
+78.57% |
| 1 Year |
|
|
+81.16% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.40 |
1.25 |
| 6M High / 6M Low: |
1.56 |
0.67 |
| High (YTD): |
2024-03-20 |
1.56 |
| Low (YTD): |
2024-01-02 |
0.75 |
| 52W High: |
2024-03-20 |
1.56 |
| 52W Low: |
2023-07-31 |
0.41 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.80 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
40.73% |
| Volatility 6M: |
|
70.22% |
| Volatility 1Y: |
|
88.75% |
| Volatility 3Y: |
|
- |
