RBI Call/Verbund 23-25/  AT0000A379V6  /

Wien OS
2024-07-26  9:15:03 AM Chg.-0.120 Bid10:16:43 AM Ask10:16:43 AM Underlying Strike price Expiration date Option type
1.060EUR -10.17% 0.970
Bid Size: 10,000
1.000
Ask Size: 10,000
VERBUND AG INH... 69.4691 EUR 2025-03-21 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: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
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: 1.060
Previous Close: 1.180
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week
  -7.83%
1 Month
  -18.46%
3 Months  
+27.86%
YTD
  -46.73%
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): 2024-01-10 2.230
Low (YTD): 2024-02-23 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:   -