RBI Call/Verbund 23-24/ AT0000A36E21 /
| 24/07/2024 12:04:37 | Chg.+0.033 | Bid17:29:30 | Ask17:29:30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.409EUR | +8.78% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 75.4236 EUR | 20/09/2024 | Call |
Master data
| WKN: | RC1AX2 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.42 EUR |
| Maturity: | 20/09/2024 |
| Issue date: | 20/07/2023 |
| Last trading day: | 19/09/2024 |
| Ratio: | 9.92:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.01 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.26 |
| Parity: | 0.01 |
| Time value: | 0.39 |
| Break-even: | 79.43 |
| Moneyness: | 1.00 |
| Premium: | 0.05 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.03 |
| Spread %: | 8.02% |
| Delta: | 0.55 |
| Theta: | -0.04 |
| Omega: | 10.34 |
| Rho: | 0.06 |
Quote data
| Open: | 0.414 |
|---|---|
| High: | 0.414 |
| Low: | 0.409 |
| Previous Close: | 0.376 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -8.09% | ||
|---|---|---|---|
| 1 Month | -29.36% | ||
| 3 Months | +49.82% | ||
| YTD | -68.78% | ||
| 1 Year | -61.78% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.447 | 0.368 |
|---|---|---|
| 1M High / 1M Low: | 0.580 | 0.368 |
| 6M High / 6M Low: | 0.816 | 0.110 |
| High (YTD): | 10/01/2024 | 1.540 |
| Low (YTD): | 03/04/2024 | 0.110 |
| 52W High: | 04/12/2023 | 1.660 |
| 52W Low: | 03/04/2024 | 0.110 |
| Avg. price 1W: | 0.409 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.467 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.384 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.785 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 204.28% | |
| Volatility 6M: | 230.99% | |
| Volatility 1Y: | 181.90% | |
| Volatility 3Y: | - |
