RBI Put/Mayr Melnho 23-25
/ AT0000A37785
RBI Put/Mayr Melnho 23-25/ AT0000A37785 /
| 2024-05-03 9:15:01 AM |
Chg.-0.040 |
Bid5:16:22 PM |
Ask5:16:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.470EUR |
-1.59% |
-
Bid Size: - |
-
Ask Size: - |
MAYR-MELNHOF KARTON |
135.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
RC1A44 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
MAYR-MELNHOF KARTON |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
2.30 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
2.30 |
| Time value: |
0.20 |
| Break-even: |
110.00 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
0.81% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-2.91 |
| Rho: |
-0.86 |
Quote data
| Open: |
2.470 |
| High: |
2.470 |
| Low: |
2.470 |
| Previous Close: |
2.510 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.37% |
| 1 Month |
|
|
+3.35% |
| 3 Months |
|
|
+10.27% |
| YTD |
|
|
+25.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.510 |
2.290 |
| 1M High / 1M Low: |
2.580 |
2.120 |
| 6M High / 6M Low: |
2.900 |
1.790 |
| High (YTD): |
2024-03-12 |
2.880 |
| Low (YTD): |
2024-01-26 |
1.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.405 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.370 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.89% |
| Volatility 6M: |
|
80.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
