RBI Call/Verbund 23-25/ AT0000A379V6 /
| 2024-06-21 9:15:01 AM | Chg.-0.020 | Bid5:25:47 PM | Ask5:25:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.270EUR | -1.55% | - 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: | 5.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.17 |
|---|---|
| Intrinsic value: | 0.66 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.27 |
| Parity: | 0.66 |
| Time value: | 0.67 |
| Break-even: | 82.66 |
| Moneyness: | 1.09 |
| Premium: | 0.09 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.03 |
| Spread %: | 2.31% |
| Delta: | 0.71 |
| Theta: | -0.02 |
| Omega: | 4.08 |
| Rho: | 0.30 |
Quote data
| Open: | 1.270 |
|---|---|
| High: | 1.270 |
| Low: | 1.270 |
| Previous Close: | 1.290 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +1.60% | ||
|---|---|---|---|
| 1 Month | +13.39% | ||
| 3 Months | +95.38% | ||
| YTD | -36.18% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.290 | 1.140 |
|---|---|---|
| 1M High / 1M Low: | 1.430 | 1.120 |
| 6M High / 6M Low: | 2.230 | 0.499 |
| High (YTD): | 2024-01-10 | 2.230 |
| Low (YTD): | 2024-02-23 | 0.499 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.224 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.280 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.080 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 102.52% | |
| Volatility 6M: | 123.98% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
