RBI Put/Verbund 24-25/ AT0000A3BY35 /
2024-06-14 12:07:48 PM | Chg.+0.013 | Bid5:29:56 PM | Ask5:29:56 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.414EUR | +3.24% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 59.3724 EUR | 2025-09-19 | Put |
Master data
WKN: | RC1DZL |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | VERBUND AG INH. A |
Type: | Warrant |
Option type: | Put |
Strike price: | 59.37 EUR |
Maturity: | 2025-09-19 |
Issue date: | 2024-04-08 |
Last trading day: | 2025-09-18 |
Ratio: | 9.89:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -15.46 |
Leverage: | Yes |
Calculated values
Fair value: | 0.21 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.39 |
Historic volatility: | 0.27 |
Parity: | -1.43 |
Time value: | 0.48 |
Break-even: | 54.61 |
Moneyness: | 0.81 |
Premium: | 0.26 |
Premium p.a.: | 0.20 |
Spread abs.: | 0.03 |
Spread %: | 6.65% |
Delta: | -0.21 |
Theta: | -0.01 |
Omega: | -3.22 |
Rho: | -0.25 |
Quote data
Open: | 0.409 |
---|---|
High: | 0.414 |
Low: | 0.409 |
Previous Close: | 0.401 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +2.99% | ||
---|---|---|---|
1 Month | -9.41% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.423 | 0.392 |
---|---|---|
1M High / 1M Low: | 0.497 | 0.388 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.410 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.427 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 86.74% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |