RBI Put 3.5 PYT 21.03.2025
/ AT0000A3D844
RBI Put 3.5 PYT 21.03.2025/ AT0000A3D844 /
| 1/23/2025 9:15:44 AM |
Chg.0.00 |
Bid8:00:00 PM |
Ask8:00:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
POLYTEC HLDG AG INH.... |
3.50 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
RC1EP2 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
POLYTEC HLDG AG INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3.50 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/29/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.29 |
| Parity: |
1.25 |
| Time value: |
0.04 |
| Break-even: |
2.21 |
| Moneyness: |
1.56 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
2.38% |
| Delta: |
-0.85 |
| Theta: |
0.00 |
| Omega: |
-1.48 |
| Rho: |
0.00 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.46% |
| 1 Month |
|
|
-13.79% |
| 3 Months |
|
|
+37.36% |
| YTD |
|
|
-14.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.22 |
| 1M High / 1M Low: |
1.47 |
1.19 |
| 6M High / 6M Low: |
1.47 |
0.41 |
| High (YTD): |
1/2/2025 |
1.44 |
| Low (YTD): |
1/9/2025 |
1.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
39.40% |
| Volatility 6M: |
|
74.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |