RBI Put 37.5 XD4 20.09.2024
/ AT0000A3CKT9
RBI Put 37.5 XD4 20.09.2024/ AT0000A3CKT9 /
2024-06-06 9:15:29 AM |
Chg.-0.006 |
Bid4:38:01 PM |
Ask4:38:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.079EUR |
-7.06% |
0.074 Bid Size: 10,000 |
0.094 Ask Size: 10,000 |
STRABAG SE |
37.50 EUR |
2024-09-20 |
Put |
Master data
WKN: |
RC1D90 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
STRABAG SE |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
37.50 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-04-17 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-42.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.26 |
Parity: |
-0.45 |
Time value: |
0.10 |
Break-even: |
36.51 |
Moneyness: |
0.89 |
Premium: |
0.13 |
Premium p.a.: |
0.53 |
Spread abs.: |
0.02 |
Spread %: |
25.32% |
Delta: |
-0.21 |
Theta: |
-0.01 |
Omega: |
-9.10 |
Rho: |
-0.03 |
Quote data
Open: |
0.079 |
High: |
0.079 |
Low: |
0.079 |
Previous Close: |
0.085 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-34.17% |
1 Month |
|
|
-54.86% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.128 |
0.078 |
1M High / 1M Low: |
0.175 |
0.078 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.103 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.117 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.87% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |