RBI Call/Verbund 23-25/ AT0000A379V6 /
| 8/30/2024 12:03:52 PM | Chg.0.000 | Bid5:29:29 PM | Ask5:29:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.200EUR | 0.00% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 69.4691 EUR | 3/21/2025 | Call |
Master data
| WKN: | RC1A67 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 69.47 EUR |
| Maturity: | 3/21/2025 |
| Issue date: | 10/2/2023 |
| Last trading day: | 3/20/2025 |
| Ratio: | 9.92:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.09 |
|---|---|
| Intrinsic value: | 0.69 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.27 |
| Parity: | 0.69 |
| Time value: | 0.46 |
| Break-even: | 80.88 |
| Moneyness: | 1.10 |
| Premium: | 0.06 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.03 |
| Spread %: | 2.68% |
| Delta: | 0.73 |
| Theta: | -0.02 |
| Omega: | 4.90 |
| Rho: | 0.25 |
Quote data
| Open: | 1.170 |
|---|---|
| High: | 1.200 |
| Low: | 1.170 |
| Previous Close: | 1.200 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -4.00% | ||
|---|---|---|---|
| 1 Month | +10.09% | ||
| 3 Months | -1.64% | ||
| YTD | -39.70% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.300 | 1.200 |
|---|---|---|
| 1M High / 1M Low: | 1.300 | 0.928 |
| 6M High / 6M Low: | 1.430 | 0.511 |
| High (YTD): | 1/10/2024 | 2.230 |
| Low (YTD): | 2/23/2024 | 0.499 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.244 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.176 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.047 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 122.98% | |
| Volatility 6M: | 111.08% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
