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RBI Put 140 MYM 20.09.2024/  AT0000A33L17  /

EUWAX
2024-05-27  9:16:03 AM Chg.+0.06 Bid12:08:41 PM Ask12:08:41 PM Underlying Strike price Expiration date Option type
2.52EUR +2.44% 2.46
Bid Size: 10,000		 2.48
Ask Size: 10,000		 MAYR-MELNHOF KARTON 140.00 - 2024-09-20 Put
 

Master data

WKN: RC0841
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: MAYR-MELNHOF KARTON
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.67
Leverage: Yes

Calculated values

Fair value: 2.42
Intrinsic value: 2.42
Implied volatility: 0.34
Historic volatility: 0.26
Parity: 2.42
Time value: 0.06
Break-even: 115.20
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 0.81%
Delta: -0.80
Theta: -0.01
Omega: -3.73
Rho: -0.37
 

Quote data

Open: 2.54
High: 2.54
Low: 2.52
Previous Close: 2.46
Turnover: 1,270
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.00%
1 Month
  -11.89%
3 Months
  -9.35%
YTD  
+20.57%
1 Year  
+36.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.50 2.23
1M High / 1M Low: 2.83 2.23
6M High / 6M Low: 3.35 1.93
High (YTD): 2024-03-13 3.35
Low (YTD): 2024-01-26 1.93
52W High: 2023-10-30 3.49
52W Low: 2023-08-07 1.52
Avg. price 1W:   2.37
Avg. volume 1W:   0.00
Avg. price 1M:   2.52
Avg. volume 1M:   0.00
Avg. price 6M:   2.55
Avg. volume 6M:   .02
Avg. price 1Y:   2.34
Avg. volume 1Y:   .01
Volatility 1M:   72.22%
Volatility 6M:   86.25%
Volatility 1Y:   85.41%
Volatility 3Y:   -