RBI Call/Verbund 23-25/ AT0000A379V6 /
| 2024-09-23 12:03:34 PM | Chg.+0.117 | Bid5:29:51 PM | Ask5:29:51 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.904EUR | +14.87% | - Bid Size: - |
- Ask Size: - |
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: | 0.848 |
|---|---|
| High: | 0.904 |
| Low: | 0.848 |
| Previous Close: | 0.787 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -6.32% | ||
|---|---|---|---|
| 1 Month | -27.68% | ||
| 3 Months | -28.82% | ||
| YTD | -54.57% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.980 | 0.787 |
|---|---|---|
| 1M High / 1M Low: | 1.300 | 0.787 |
| 6M High / 6M Low: | 1.430 | 0.511 |
| High (YTD): | 2024-01-10 | 2.230 |
| Low (YTD): | 2024-02-23 | 0.499 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.933 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.106 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.095 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 103.49% | |
| Volatility 6M: | 113.34% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
