RBI Put/Mayr Melnhof 23-24
/ AT0000A33L17
RBI Put/Mayr Melnhof 23-24/ AT0000A33L17 /
| 2024-05-03 9:15:01 AM |
Chg.-0.040 |
Bid5:12:33 PM |
Ask5:12:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.790EUR |
-1.41% |
-
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: |
-3.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
2.80 |
| Time value: |
0.01 |
| Break-even: |
111.90 |
| Moneyness: |
1.25 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
-0.81 |
| Theta: |
-0.01 |
| Omega: |
-3.25 |
| Rho: |
-0.45 |
Quote data
| Open: |
2.790 |
| High: |
2.790 |
| Low: |
2.790 |
| Previous Close: |
2.830 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.45% |
| 1 Month |
|
|
+1.09% |
| 3 Months |
|
|
+15.77% |
| YTD |
|
|
+33.49% |
| 1 Year |
|
|
+73.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.830 |
2.550 |
| 1M High / 1M Low: |
2.920 |
2.320 |
| 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: |
2023-05-08 |
1.440 |
| Avg. price 1W: |
|
2.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.649 |
| Avg. volume 1M: |
|
.500 |
| Avg. price 6M: |
|
2.594 |
| Avg. volume 6M: |
|
28.306 |
| Avg. price 1Y: |
|
2.283 |
| Avg. volume 1Y: |
|
59.563 |
| Volatility 1M: |
|
114.23% |
| Volatility 6M: |
|
89.53% |
| Volatility 1Y: |
|
89.19% |
| Volatility 3Y: |
|
- |
