RBI Call/Verbund 23-24/ AT0000A36E21 /
28/08/2024 12:04:16 | Chg.-0.034 | Bid17:29:55 | Ask17:29:55 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.337EUR | -9.16% | - 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: | 20.45 |
Leverage: | Yes |
Calculated values
Fair value: | 0.35 |
---|---|
Intrinsic value: | 0.23 |
Implied volatility: | 0.31 |
Historic volatility: | 0.27 |
Parity: | 0.23 |
Time value: | 0.15 |
Break-even: | 79.22 |
Moneyness: | 1.03 |
Premium: | 0.02 |
Premium p.a.: | 0.36 |
Spread abs.: | 0.03 |
Spread %: | 8.50% |
Delta: | 0.67 |
Theta: | -0.05 |
Omega: | 13.77 |
Rho: | 0.03 |
Quote data
Open: | 0.337 |
---|---|
High: | 0.337 |
Low: | 0.337 |
Previous Close: | 0.371 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -1.75% | ||
---|---|---|---|
1 Month | +17.01% | ||
3 Months | -36.05% | ||
YTD | -74.27% | ||
1 Year | -64.34% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.371 | 0.334 |
---|---|---|
1M High / 1M Low: | 0.389 | 0.171 |
6M High / 6M Low: | 0.668 | 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: | 0.345 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.314 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.364 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.722 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 381.07% | |
Volatility 6M: | 253.47% | |
Volatility 1Y: | 210.80% | |
Volatility 3Y: | - |