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RBI Put/Mayr Melnhof 23-24/  AT0000A33L17  /

Wien OS
2024-05-24  9:15:01 AM Chg.-0.040 Bid5:22:59 PM Ask5:22:59 PM Underlying Strike price Expiration date Option type
2.460EUR -1.60% -
Bid Size: -		 -
Ask Size: -		 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: 0.25
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: -3.72
Rho: -0.38
 

Quote data

Open: 2.460
High: 2.460
Low: 2.460
Previous Close: 2.500
Turnover: -
Market phase: PT
 
  All quotes in EUR

Performance

1 Week  
+10.31%
1 Month
  -13.99%
3 Months
  -11.51%
YTD  
+17.70%
1 Year  
+35.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.500 2.230
1M High / 1M Low: 2.830 2.230
6M High / 6M Low: 3.230 1.860
High (YTD): 2024-03-12 3.230
Low (YTD): 2024-01-26 1.860
52W High: 2023-10-30 3.360
52W Low: 2023-08-01 1.470
Avg. price 1W:   2.370
Avg. volume 1W:   0.000
Avg. price 1M:   2.526
Avg. volume 1M:   0.000
Avg. price 6M:   2.561
Avg. volume 6M:   28.306
Avg. price 1Y:   2.340
Avg. volume 1Y:   59.801
Volatility 1M:   75.34%
Volatility 6M:   85.66%
Volatility 1Y:   88.22%
Volatility 3Y:   -