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RBI Call 69.4691 OEWA 21.03.2025/  AT0000A379V6  /

Stuttgart
12/11/2024  09:15:44 Chg.-0.065 Bid20:00:02 Ask20:00:02 Underlying Strike price Expiration date Option type
0.634EUR -9.30% -
Bid Size: -		 -
Ask Size: -		 VERBUND AG INH... 69.4691 EUR 21/03/2025 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: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 9.92:1
Exercise type: American
Quanto: -
Gearing: 10.83
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.26
Implied volatility: 0.29
Historic volatility: 0.26
Parity: 0.26
Time value: 0.41
Break-even: 76.12
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 4.69%
Delta: 0.64
Theta: -0.02
Omega: 6.93
Rho: 0.14
 

Quote data

Open: 0.634
High: 0.634
Low: 0.634
Previous Close: 0.699
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.60%
1 Month
  -30.10%
3 Months
  -45.81%
YTD
  -68.14%
1 Year
  -69.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.690
1M High / 1M Low: 1.200 0.690
6M High / 6M Low: 1.470 0.690
High (YTD): 10/01/2024 2.160
Low (YTD): 15/02/2024 0.507
52W High: 05/12/2023 2.430
52W Low: 15/02/2024 0.507
Avg. price 1W:   0.761
Avg. volume 1W:   0.000
Avg. price 1M:   0.975
Avg. volume 1M:   0.000
Avg. price 6M:   1.127
Avg. volume 6M:   0.000
Avg. price 1Y:   1.199
Avg. volume 1Y:   0.000
Volatility 1M:   141.52%
Volatility 6M:   105.90%
Volatility 1Y:   113.08%
Volatility 3Y:   -