RBI Call/Verbund 23-24/ AT0000A36E39 /
| 14/06/2024 12:07:48 | Chg.-0.028 | Bid17:29:56 | Ask17:29:56 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.327EUR | -7.89% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 79.3933 EUR | 20/09/2024 | Call |
Master data
| WKN: | RC1AX3 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 79.39 EUR |
| Maturity: | 20/09/2024 |
| Issue date: | 20/07/2023 |
| Last trading day: | 19/09/2024 |
| Ratio: | 9.92:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 25.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.27 |
| Parity: | -0.59 |
| Time value: | 0.29 |
| Break-even: | 82.29 |
| Moneyness: | 0.93 |
| Premium: | 0.12 |
| Premium p.a.: | 0.53 |
| Spread abs.: | 0.03 |
| Spread %: | 11.45% |
| Delta: | 0.37 |
| Theta: | -0.03 |
| Omega: | 9.51 |
| Rho: | 0.07 |
Quote data
| Open: | 0.336 |
|---|---|
| High: | 0.336 |
| Low: | 0.327 |
| Previous Close: | 0.355 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -15.29% | ||
|---|---|---|---|
| 1 Month | -4.94% | ||
| 3 Months | +181.90% | ||
| YTD | -69.15% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.377 | 0.327 |
|---|---|---|
| 1M High / 1M Low: | 0.463 | 0.276 |
| 6M High / 6M Low: | 1.270 | 0.053 |
| High (YTD): | 10/01/2024 | 1.270 |
| Low (YTD): | 03/04/2024 | 0.053 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.344 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.356 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.389 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 227.20% | |
| Volatility 6M: | 261.08% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
