RBI Call 79.3933 OEWA 21.03.2025
/ AT0000A379S2
RBI Call 79.3933 OEWA 21.03.2025/ AT0000A379S2 /
| 2024-07-25 9:16:14 AM |
Chg.-0.061 |
Bid5:30:01 PM |
Ask5:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.615EUR |
-9.02% |
-
Bid Size: - |
-
Ask Size: - |
VERBUND AG INH... |
79.3933 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A64 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
79.39 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
9.92:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
-0.30 |
| Time value: |
0.72 |
| Break-even: |
86.55 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
4.34% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
5.64 |
| Rho: |
0.22 |
Quote data
| Open: |
0.615 |
| High: |
0.615 |
| Low: |
0.615 |
| Previous Close: |
0.676 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.35% |
| 1 Month |
|
|
-12.89% |
| 3 Months |
|
|
+44.03% |
| YTD |
|
|
-55.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.686 |
0.658 |
| 1M High / 1M Low: |
0.834 |
0.615 |
| 6M High / 6M Low: |
0.898 |
0.242 |
| High (YTD): |
2024-01-10 |
1.530 |
| Low (YTD): |
2024-04-04 |
0.242 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.706 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.555 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.30% |
| Volatility 6M: |
|
161.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
