RBI Put 3.5 PYT 20.09.2024
/ AT0000A37N94
RBI Put 3.5 PYT 20.09.2024/ AT0000A37N94 /
| 2024-05-27 9:16:19 AM |
Chg.-0.003 |
Bid1:12:14 PM |
Ask1:12:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.256EUR |
-1.16% |
0.251
Bid Size: 10,000 |
0.281
Ask Size: 10,000 |
POLYTEC HLDG AG INH.... |
3.50 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
RC1BHD |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
POLYTEC HLDG AG INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
-0.09 |
| Time value: |
0.29 |
| Break-even: |
3.21 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.03 |
| Spread %: |
11.63% |
| Delta: |
-0.39 |
| Theta: |
0.00 |
| Omega: |
-4.88 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.256 |
| High: |
0.256 |
| Low: |
0.256 |
| Previous Close: |
0.259 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.90% |
| 1 Month |
|
|
-43.98% |
| 3 Months |
|
|
-36.79% |
| YTD |
|
|
-30.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.259 |
0.218 |
| 1M High / 1M Low: |
0.469 |
0.218 |
| 6M High / 6M Low: |
0.477 |
0.218 |
| High (YTD): |
2024-04-29 |
0.469 |
| Low (YTD): |
2024-05-21 |
0.218 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.357 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.33% |
| Volatility 6M: |
|
112.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
