RBI Call/Verbund 23-24/ AT0000A36E21 /
| 6/28/2024 12:05:36 PM | Chg.-0.080 | Bid5:29:58 PM | Ask5:29:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.374EUR | -17.62% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 75.4236 EUR | 9/20/2024 | 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: | 9/20/2024 |
| Issue date: | 7/20/2023 |
| Last trading day: | 9/19/2024 |
| Ratio: | 9.92:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.32 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.26 |
| Parity: | -0.18 |
| Time value: | 0.41 |
| Break-even: | 79.49 |
| Moneyness: | 0.98 |
| Premium: | 0.08 |
| Premium p.a.: | 0.40 |
| Spread abs.: | 0.03 |
| Spread %: | 7.89% |
| Delta: | 0.49 |
| Theta: | -0.03 |
| Omega: | 8.90 |
| Rho: | 0.07 |
Quote data
| Open: | 0.445 |
|---|---|
| High: | 0.445 |
| Low: | 0.374 |
| Previous Close: | 0.454 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -26.95% | ||
|---|---|---|---|
| 1 Month | -26.23% | ||
| 3 Months | +87.00% | ||
| YTD | -71.45% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.579 | 0.374 |
|---|---|---|
| 1M High / 1M Low: | 0.628 | 0.374 |
| 6M High / 6M Low: | 1.540 | 0.110 |
| High (YTD): | 1/10/2024 | 1.540 |
| Low (YTD): | 4/3/2024 | 0.110 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.482 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.524 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.469 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 183.28% | |
| Volatility 6M: | 226.74% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
