RBI Call/Verbund 23-24/ AT0000A36E21 /
| 2024-06-17 12:06:30 PM | Chg.-0.094 | Bid5:29:58 PM | Ask5:29:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.415EUR | -18.47% | - Bid Size: - |
- Ask Size: - |
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: | 16.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.27 |
| Parity: | -0.19 |
| Time value: | 0.45 |
| Break-even: | 79.92 |
| Moneyness: | 0.98 |
| Premium: | 0.09 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.03 |
| Spread %: | 7.09% |
| Delta: | 0.50 |
| Theta: | -0.03 |
| Omega: | 8.14 |
| Rho: | 0.08 |
Quote data
| Open: | 0.414 |
|---|---|
| High: | 0.415 |
| Low: | 0.414 |
| Previous Close: | 0.509 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -18.15% | ||
|---|---|---|---|
| 1 Month | -2.35% | ||
| 3 Months | +108.54% | ||
| YTD | -68.32% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.573 | 0.507 |
|---|---|---|
| 1M High / 1M Low: | 0.668 | 0.425 |
| 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: | 0.529 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.541 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.525 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 192.64% | |
| Volatility 6M: | 218.88% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
