RBI Put 65 AZ2 20.09.2024
/ AT0000A33CE4
RBI Put 65 AZ2 20.09.2024/ AT0000A33CE4 /
| 2024-05-31 9:16:12 AM |
Chg.-0.07 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-6.31% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
65.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
RC08XJ |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
1.01 |
| Time value: |
0.03 |
| Break-even: |
54.70 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
1.98% |
| Delta: |
-0.80 |
| Theta: |
-0.01 |
| Omega: |
-4.25 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
-23.53% |
| 3 Months |
|
|
+14.29% |
| YTD |
|
|
-8.77% |
| 1 Year |
|
|
-29.25% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.87 |
| 1M High / 1M Low: |
1.36 |
0.87 |
| 6M High / 6M Low: |
1.60 |
0.73 |
| High (YTD): |
2024-04-29 |
1.39 |
| Low (YTD): |
2024-04-02 |
0.73 |
| 52W High: |
2023-10-27 |
2.36 |
| 52W Low: |
2024-04-02 |
0.73 |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.44 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
109.43% |
| Volatility 6M: |
|
112.67% |
| Volatility 1Y: |
|
87.81% |
| Volatility 3Y: |
|
- |
