RBI Call/Verbund 23-25/ AT0000A379V6 /
| 26/07/2024 12:04:19 | Chg.-0.248 | Bid14:12:16 | Ask14:12:16 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.932EUR | -21.02% | 1.010 Bid Size: 10,000 |
1.040 Ask Size: 10,000 |
VERBUND AG INH... | 69.4691 EUR | 21/03/2025 | 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: | 21/03/2025 |
| Issue date: | 02/10/2023 |
| Last trading day: | 20/03/2025 |
| Ratio: | 9.92:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.00 |
|---|---|
| Intrinsic value: | 0.51 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.26 |
| Parity: | 0.51 |
| Time value: | 0.64 |
| Break-even: | 80.88 |
| Moneyness: | 1.07 |
| Premium: | 0.09 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.03 |
| Spread %: | 2.68% |
| Delta: | 0.68 |
| Theta: | -0.02 |
| Omega: | 4.47 |
| Rho: | 0.26 |
Quote data
| Open: | 1.060 |
|---|---|
| High: | 1.060 |
| Low: | 0.932 |
| Previous Close: | 1.180 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -18.96% | ||
|---|---|---|---|
| 1 Month | -28.31% | ||
| 3 Months | +12.42% | ||
| YTD | -53.17% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.260 | 1.150 |
|---|---|---|
| 1M High / 1M Low: | 1.390 | 1.110 |
| 6M High / 6M Low: | 1.430 | 0.499 |
| High (YTD): | 10/01/2024 | 2.230 |
| Low (YTD): | 23/02/2024 | 0.499 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.198 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.245 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.987 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 92.64% | |
| Volatility 6M: | 124.42% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
