RBI Put/voestalpine 23-24
/ AT0000A33L33
RBI Put/voestalpine 23-24/ AT0000A33L33 /
| 2024-05-27 9:15:00 AM |
Chg.-0.031 |
Bid5:29:55 PM |
Ask5:29:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-5.73% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
31.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
RC0843 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
31.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.24 |
| Parity: |
0.42 |
| Time value: |
0.11 |
| Break-even: |
25.66 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.91% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-3.24 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.541 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.77% |
| 1 Month |
|
|
-22.73% |
| 3 Months |
|
|
-19.18% |
| YTD |
|
|
+9.91% |
| 1 Year |
|
|
+2.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.541 |
0.504 |
| 1M High / 1M Low: |
0.687 |
0.504 |
| 6M High / 6M Low: |
0.739 |
0.437 |
| High (YTD): |
2024-03-11 |
0.739 |
| Low (YTD): |
2024-01-25 |
0.464 |
| 52W High: |
2023-10-25 |
0.868 |
| 52W Low: |
2023-06-14 |
0.359 |
| Avg. price 1W: |
|
0.521 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.598 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.587 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.574 |
| Avg. volume 1Y: |
|
40.816 |
| Volatility 1M: |
|
91.07% |
| Volatility 6M: |
|
87.10% |
| Volatility 1Y: |
|
79.25% |
| Volatility 3Y: |
|
- |
