RBI Call/Verbund 23-25/ AT0000A379U8 /
| 29/08/2024 12:04:32 | Chg.-0.011 | Bid17:27:14 | Ask17:27:14 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.092EUR | -10.68% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 99.2416 EUR | 21/03/2025 | Call |
Master data
| WKN: | RC1A66 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 99.24 EUR |
| Maturity: | 21/03/2025 |
| Issue date: | 02/10/2023 |
| Last trading day: | 20/03/2025 |
| Ratio: | 9.92:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 61.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.10 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.27 |
| Parity: | -2.26 |
| Time value: | 0.13 |
| Break-even: | 100.49 |
| Moneyness: | 0.77 |
| Premium: | 0.31 |
| Premium p.a.: | 0.62 |
| Spread abs.: | 0.03 |
| Spread %: | 31.25% |
| Delta: | 0.16 |
| Theta: | -0.01 |
| Omega: | 9.79 |
| Rho: | 0.06 |
Quote data
| Open: | 0.099 |
|---|---|
| High: | 0.099 |
| Low: | 0.092 |
| Previous Close: | 0.103 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -23.33% | ||
|---|---|---|---|
| 1 Month | -20.69% | ||
| 3 Months | -51.83% | ||
| YTD | -83.15% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.131 | 0.103 |
|---|---|---|
| 1M High / 1M Low: | 0.131 | 0.066 |
| 6M High / 6M Low: | 0.250 | 0.016 |
| High (YTD): | 10/01/2024 | 0.671 |
| Low (YTD): | 03/04/2024 | 0.016 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.120 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.110 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.123 | |
| Avg. volume 6M: | 39.370 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 315.69% | |
| Volatility 6M: | 298.36% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
