RBI Call 69.4691 OEWA 21.03.2025
/ AT0000A379V6
RBI Call 69.4691 OEWA 21.03.2025/ AT0000A379V6 /
| 2024-06-21 9:16:43 AM |
Chg.0.00 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
VERBUND AG INH... |
69.4691 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A67 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
69.47 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
9.92:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
0.66 |
| Time value: |
0.67 |
| Break-even: |
82.66 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
2.31% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
4.08 |
| Rho: |
0.30 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.78% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
+80.28% |
| YTD |
|
|
-35.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.13 |
| 1M High / 1M Low: |
1.47 |
1.12 |
| 6M High / 6M Low: |
2.16 |
0.51 |
| High (YTD): |
2024-01-10 |
2.16 |
| Low (YTD): |
2024-02-15 |
0.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.01% |
| Volatility 6M: |
|
125.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
