RBI Call/Verbund 23-24/ AT0000A36E13 /
| 2024-06-03 12:05:38 PM | Chg.+0.136 | Bid5:29:55 PM | Ask5:29:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.859EUR | +18.81% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 71.454 EUR | 2024-09-20 | Call |
Master data
| WKN: | RC1AX1 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 71.45 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-07-20 |
| Last trading day: | 2024-09-19 |
| Ratio: | 9.92:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.74 |
|---|---|
| Intrinsic value: | 0.44 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.27 |
| Parity: | 0.44 |
| Time value: | 0.37 |
| Break-even: | 79.49 |
| Moneyness: | 1.06 |
| Premium: | 0.05 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.03 |
| Spread %: | 3.85% |
| Delta: | 0.69 |
| Theta: | -0.03 |
| Omega: | 6.50 |
| Rho: | 0.13 |
Quote data
| Open: | 0.814 |
|---|---|
| High: | 0.859 |
| Low: | 0.814 |
| Previous Close: | 0.723 |
| Turnover: | 4,245 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +10.13% | ||
|---|---|---|---|
| 1 Month | +54.50% | ||
| 3 Months | +132.16% | ||
| YTD | -45.63% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.780 | 0.723 |
|---|---|---|
| 1M High / 1M Low: | 0.922 | 0.475 |
| 6M High / 6M Low: | 1.960 | 0.196 |
| High (YTD): | 2024-01-10 | 1.830 |
| Low (YTD): | 2024-04-03 | 0.196 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.749 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.664 | |
| Avg. volume 1M: | 238.095 | |
| Avg. price 6M: | 0.780 | |
| Avg. volume 6M: | 40.323 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 198.70% | |
| Volatility 6M: | 187.93% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
