RBI Call/Verbund 23-25/ AT0000A379R4 /
| 11/8/2024 12:06:27 PM | Chg.-0.005 | Bid5:28:29 PM | Ask5:28:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.431EUR | -1.15% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 74.4312 EUR | 3/21/2025 | Call |
Master data
| WKN: | RC1A63 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 74.43 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: | 16.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.37 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.26 |
| Parity: | -0.27 |
| Time value: | 0.44 |
| Break-even: | 78.81 |
| Moneyness: | 0.96 |
| Premium: | 0.10 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.03 |
| Spread %: | 7.30% |
| Delta: | 0.48 |
| Theta: | -0.02 |
| Omega: | 7.90 |
| Rho: | 0.11 |
Quote data
| Open: | 0.424 |
|---|---|
| High: | 0.431 |
| Low: | 0.424 |
| Previous Close: | 0.436 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -32.97% | ||
|---|---|---|---|
| 1 Month | -26.07% | ||
| 3 Months | -51.74% | ||
| YTD | -74.04% | ||
| 1 Year | -74.50% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.700 | 0.431 |
|---|---|---|
| 1M High / 1M Low: | 0.862 | 0.431 |
| 6M High / 6M Low: | 1.130 | 0.431 |
| High (YTD): | 1/10/2024 | 1.890 |
| Low (YTD): | 4/3/2024 | 0.346 |
| 52W High: | 12/4/2023 | 2.010 |
| 52W Low: | 4/3/2024 | 0.346 |
| Avg. price 1W: | 0.548 | |
| Avg. volume 1W: | 1,000 | |
| Avg. price 1M: | 0.674 | |
| Avg. volume 1M: | 217.391 | |
| Avg. price 6M: | 0.831 | |
| Avg. volume 6M: | 37.879 | |
| Avg. price 1Y: | 0.930 | |
| Avg. volume 1Y: | 19.531 | |
| Volatility 1M: | 158.13% | |
| Volatility 6M: | 133.81% | |
| Volatility 1Y: | 133.82% | |
| Volatility 3Y: | - |
