RBI Call/Verbund 23-25/ AT0000A379V6 /
26/07/2024 12:04:19 | Chg.-0.248 | Bid12:57:04 | Ask12:57:04 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.932EUR | -21.02% | 0.959 Bid Size: 10,000 |
0.989 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: | - |