RBI Call/Verbund 23-24/ AT0000A36E21 /
| 2024-06-21 9:15:01 AM | Chg.-0.013 | Bid2:57:01 PM | Ask2:57:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.512EUR | -2.48% | 0.528 Bid Size: 10,000 |
0.558 Ask Size: 10,000 |
VERBUND AG INH... | 75.4236 EUR | 2024-09-20 | Call |
Master data
| WKN: | RC1AX2 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.42 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: | 13.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.47 |
|---|---|
| Intrinsic value: | 0.06 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.27 |
| Parity: | 0.06 |
| Time value: | 0.51 |
| Break-even: | 81.08 |
| Moneyness: | 1.01 |
| Premium: | 0.07 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.03 |
| Spread %: | 5.56% |
| Delta: | 0.57 |
| Theta: | -0.03 |
| Omega: | 7.72 |
| Rho: | 0.09 |
Quote data
| Open: | 0.512 |
|---|---|
| High: | 0.512 |
| Low: | 0.512 |
| Previous Close: | 0.525 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +0.59% | ||
|---|---|---|---|
| 1 Month | +19.35% | ||
| 3 Months | +176.76% | ||
| YTD | -60.92% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.525 | 0.415 |
|---|---|---|
| 1M High / 1M Low: | 0.668 | 0.415 |
| 6M High / 6M Low: | 1.540 | 0.110 |
| High (YTD): | 2024-01-10 | 1.540 |
| Low (YTD): | 2024-04-03 | 0.110 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.479 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.538 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.502 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 196.68% | |
| Volatility 6M: | 220.08% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
