RBI Call 75 OEWA 21.03.2025/  AT0000A3D6X7  /

Stuttgart
2024-07-05  3:32:24 PM Chg.+0.12 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.03EUR +12.81% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 75.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1ENV
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 2025-03-21
Issue date: 2024-05-29
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.68
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.18
Implied volatility: 0.32
Historic volatility: 0.27
Parity: 0.18
Time value: 0.82
Break-even: 85.00
Moneyness: 1.02
Premium: 0.11
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 3.09%
Delta: 0.62
Theta: -0.02
Omega: 4.80
Rho: 0.27
 

Quote data

Open: 1.02
High: 1.03
Low: 1.02
Previous Close: 0.91
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.98%
1 Month  
+0.98%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.913 0.854
1M High / 1M Low: 1.060 0.823
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.889
Avg. volume 1W:   0.000
Avg. price 1M:   0.936
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -