RBI Put/ATX 24-25/ AT0000A3BYH7 /
2024-05-17 4:51:14 PM | Chg.-0.090 | Bid5:01:41 PM | Ask5:01:41 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.520EUR | -3.45% | - Bid Size: - |
- Ask Size: - |
ATX | 3,300.00 EUR | 2025-09-19 | Put |
Master data
WKN: | RC1DZ0 |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | ATX |
Type: | Warrant |
Option type: | Put |
Strike price: | 3,300.00 EUR |
Maturity: | 2025-09-19 |
Issue date: | 2024-04-08 |
Last trading day: | 2025-09-18 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | -14.54 |
Leverage: | Yes |
Calculated values
Fair value: | 0.17 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.32 |
Historic volatility: | 0.11 |
Parity: | -4.50 |
Time value: | 2.58 |
Break-even: | 3,042.00 |
Moneyness: | 0.88 |
Premium: | 0.19 |
Premium p.a.: | 0.14 |
Spread abs.: | 0.07 |
Spread %: | 2.79% |
Delta: | -0.25 |
Theta: | -0.33 |
Omega: | -3.67 |
Rho: | -16.14 |
Quote data
Open: | 2.520 |
---|---|
High: | 2.520 |
Low: | 2.520 |
Previous Close: | 2.610 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -7.69% | ||
---|---|---|---|
1 Month | -21.25% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.610 | 2.520 |
---|---|---|
1M High / 1M Low: | 3.160 | 2.520 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.570 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 2.866 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 27.09% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |