Raiffeisen Bank International AG Vkf.-OS 25.09.24 ATS 32
/ AT0000A33CJ3
Raiffeisen Bank International AG .../ AT0000A33CJ3 /
2024-04-22 12:00:00 AM |
Chg.-0.11 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.26EUR |
-8.03% |
- 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: |
-1.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.02 |
Intrinsic value: |
1.02 |
Implied volatility: |
1.09 |
Historic volatility: |
0.42 |
Parity: |
1.02 |
Time value: |
0.23 |
Break-even: |
19.50 |
Moneyness: |
1.47 |
Premium: |
0.11 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.02 |
Spread %: |
1.63% |
Delta: |
-0.61 |
Theta: |
-0.02 |
Omega: |
-1.06 |
Rho: |
-0.09 |
Quote data
Open: |
1.26 |
High: |
1.26 |
Low: |
1.26 |
Previous Close: |
1.37 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+7.69% |
YTD |
|
|
+80.00% |
1 Year |
|
|
+65.79% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.26 |
1.26 |
6M High / 6M Low: |
1.56 |
0.70 |
High (YTD): |
2024-03-19 |
1.56 |
Low (YTD): |
2024-01-02 |
0.76 |
52W High: |
2024-03-19 |
1.56 |
52W Low: |
2023-07-31 |
0.42 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.26 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.09 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.82 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
- |
Volatility 6M: |
|
65.64% |
Volatility 1Y: |
|
88.04% |
Volatility 3Y: |
|
- |