1/10/2025  3:51:32 PM Chg.-0.05 Bid3:51:32 PM Ask3:51:32 PM Underlying Strike price Expiration date Option type
1.37EUR -3.52% 1.37
Bid Size: -
1.40
Ask Size: -
SCHOELLER-BLECKMANN ... 45.00 EUR 9/19/2025 Put
 

Master data

WKN: RC1DZG
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: SCHOELLER-BLECKMANN OILF.
Type: Warrant
Option type: Put
Strike price: 45.00 EUR
Maturity: 9/19/2025
Issue date: 4/8/2024
Last trading day: 9/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.19
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 1.32
Implied volatility: 0.53
Historic volatility: 0.30
Parity: 1.32
Time value: 0.13
Break-even: 30.50
Moneyness: 1.42
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 2.11%
Delta: -0.70
Theta: -0.01
Omega: -1.53
Rho: -0.25
 

Quote data

Open: 1.42
High: 1.42
Low: 1.36
Previous Close: 1.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -