RBI Call 69.4691 OEWA 21.03.2025
/ AT0000A379V6
RBI Call 69.4691 OEWA 21.03.2025/ AT0000A379V6 /
| 7/5/2024 9:38:44 AM |
Chg.+0.13 |
Bid10:45:38 AM |
Ask10:45:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
+10.40% |
1.36
Bid Size: 10,000 |
1.39
Ask Size: 10,000 |
VERBUND AG INH... |
69.4691 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
10/2/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
9.92:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
0.74 |
| Time value: |
0.61 |
| Break-even: |
82.86 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
2.27% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
4.14 |
| Rho: |
0.30 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.00% |
| 1 Month |
|
|
+1.47% |
| 3 Months |
|
|
+126.23% |
| YTD |
|
|
-30.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.18 |
| 1M High / 1M Low: |
1.41 |
1.13 |
| 6M High / 6M Low: |
2.16 |
0.51 |
| High (YTD): |
1/10/2024 |
2.16 |
| Low (YTD): |
2/15/2024 |
0.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.77% |
| Volatility 6M: |
|
125.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
