RBI Put/STRABAG 24-25/ AT0000A3CKQ5 /
2024-05-31 3:44:24 PM | Chg.+0.015 | Bid5:24:35 PM | Ask5:24:35 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.135EUR | +12.50% | - Bid Size: - |
- Ask Size: - |
STRABAG SE | 32.00 EUR | 2025-09-19 | Put |
Master data
WKN: | RC1D9X |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | STRABAG SE |
Type: | Warrant |
Option type: | Put |
Strike price: | 32.00 EUR |
Maturity: | 2025-09-19 |
Issue date: | 2024-04-17 |
Last trading day: | 2025-09-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -28.79 |
Leverage: | Yes |
Calculated values
Fair value: | 0.09 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.31 |
Historic volatility: | 0.26 |
Parity: | -0.86 |
Time value: | 0.14 |
Break-even: | 30.59 |
Moneyness: | 0.79 |
Premium: | 0.25 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.02 |
Spread %: | 16.53% |
Delta: | -0.16 |
Theta: | 0.00 |
Omega: | -4.60 |
Rho: | -0.10 |
Quote data
Open: | 0.122 |
---|---|
High: | 0.135 |
Low: | 0.122 |
Previous Close: | 0.120 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +18.42% | ||
---|---|---|---|
1 Month | +0.75% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.135 | 0.111 |
---|---|---|
1M High / 1M Low: | 0.149 | 0.101 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.119 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.119 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 96.27% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |