RBI Put/Verbund 24-25/ AT0000A3BY43 /
9/26/2024 9:15:02 AM | Chg.-0.016 | Bid5:29:03 PM | Ask5:29:03 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.482EUR | -3.21% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 64.3201 EUR | 9/19/2025 | Put |
Master data
WKN: | RC1DZM |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | VERBUND AG INH. A |
Type: | Warrant |
Option type: | Put |
Strike price: | 64.32 EUR |
Maturity: | 9/19/2025 |
Issue date: | 4/8/2024 |
Last trading day: | 9/18/2025 |
Ratio: | 9.89:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -14.47 |
Leverage: | Yes |
Calculated values
Fair value: | 0.27 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.37 |
Historic volatility: | 0.26 |
Parity: | -0.98 |
Time value: | 0.52 |
Break-even: | 59.21 |
Moneyness: | 0.87 |
Premium: | 0.20 |
Premium p.a.: | 0.20 |
Spread abs.: | 0.03 |
Spread %: | 6.16% |
Delta: | -0.26 |
Theta: | -0.01 |
Omega: | -3.71 |
Rho: | -0.24 |
Quote data
Open: | 0.482 |
---|---|
High: | 0.482 |
Low: | 0.482 |
Previous Close: | 0.498 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -6.04% | ||
---|---|---|---|
1 Month | +7.35% | ||
3 Months | -9.91% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.556 | 0.496 |
---|---|---|
1M High / 1M Low: | 0.556 | 0.392 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.519 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.449 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 111.51% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |