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RBI Call 69.4691 OEWA 21.03.2025/  AT0000A379V6  /

Stuttgart
2024-09-23  9:16:33 AM Chg.+0.029 Bid1:19:44 PM Ask1:19:44 PM Underlying Strike price Expiration date Option type
0.857EUR +3.50% 0.904
Bid Size: 10,000		 0.934
Ask Size: 10,000		 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: 8.43
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.31
Implied volatility: 0.32
Historic volatility: 0.26
Parity: 0.31
Time value: 0.56
Break-even: 78.08
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 3.58%
Delta: 0.65
Theta: -0.02
Omega: 5.46
Rho: 0.19
 

Quote data

Open: 0.857
High: 0.857
Low: 0.857
Previous Close: 0.828
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.55%
1 Month
  -29.17%
3 Months
  -33.05%
YTD
  -56.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.828
1M High / 1M Low: 1.310 0.828
6M High / 6M Low: 1.470 0.537
High (YTD): 2024-01-10 2.160
Low (YTD): 2024-02-15 0.507
52W High: - -
52W Low: - -
Avg. price 1W:   0.950
Avg. volume 1W:   0.000
Avg. price 1M:   1.111
Avg. volume 1M:   0.000
Avg. price 6M:   1.096
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.64%
Volatility 6M:   110.18%
Volatility 1Y:   -
Volatility 3Y:   -