Market Closed - Warsaw S.E. 11:55:55 2024-05-22 EDT | ||
0.28 PLN | 0.00% |
Comparison chart between the derivative product and it's underlying value
Latest news about BANK PEKAO, S.A.
Date | Price | Change |
---|---|---|
24-05-22 | 0.28 | 0.00% |
24-05-21 | 0.28 | 0.00% |
24-05-20 | 0.28 | 0.00% |
24-05-17 | 0.28 | 0.00% |
24-05-16 | 0.28 | 0.00% |
Delayed Quote Warsaw S.E.
Last update May 22, 2024 at 11:55 am
More quotesStatic data
Product type | Warrants |
---|---|
Buy / Sell | PUT |
Underlying | BANK PEKAO, S.A. |
Issuer | Raiffeisen Bank International |
RBIWP0624PEO | |
ISIN | AT0000A3B6V3 |
Date issued | 2024-03-08 |
Strike | 160 zł |
Maturity | 2024-06-21 (30 Days) |
Parity | 10 : 1 |
Emission price | 1.56 zł |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | PLN |
Technical Indicators
Highest since issue | 1.56 zł |
---|---|
Lowest since issue | 0.28 zł |
Delta | -0.61x |
Omega | 12.90 |
Premium | 2.12x |
Gearing | 21.22x |
Moneyness | 1.026 |
Difference Strike | 4.05 zł |
Difference Strike % | +2.53% |
Spread | 0.07 zł |
Spread % | 9.09% |
Theoretical value | 0.7350 |
Implied Volatility | 28.17 % |
Total Loss Probability | 36.10 % |
Intrinsic value | 0.4050 |
Present value | 0.3300 |
Break even | 152.65 zł |
Theta | -0.06x |
Vega | 0.02x |
Rho | -0.01x |
Company Profile
Consensus: Bank Pekao, S.A.
- Stock Market
- Warrants
- RBIWP0624PEO Warrant