RBI Call/Verbund 23-25/ AT0000A379V6 /
| 10/18/2024 12:05:37 PM | Chg.+0.040 | Bid5:25:07 PM | Ask5:25:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.110EUR | +3.74% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 69.4691 EUR | 3/21/2025 | 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: | 3/21/2025 |
| Issue date: | 10/2/2023 |
| Last trading day: | 3/20/2025 |
| Ratio: | 9.92:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.04 |
|---|---|
| Intrinsic value: | 0.79 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.25 |
| Parity: | 0.79 |
| Time value: | 0.37 |
| Break-even: | 80.98 |
| Moneyness: | 1.11 |
| Premium: | 0.05 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.03 |
| Spread %: | 2.65% |
| Delta: | 0.75 |
| Theta: | -0.02 |
| Omega: | 5.03 |
| Rho: | 0.19 |
Quote data
| Open: | 1.030 |
|---|---|
| High: | 1.110 |
| Low: | 1.030 |
| Previous Close: | 1.070 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +28.18% | ||
|---|---|---|---|
| 1 Month | +14.43% | ||
| 3 Months | -3.48% | ||
| YTD | -44.22% | ||
| 1 Year | -43.65% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.110 | 0.826 |
|---|---|---|
| 1M High / 1M Low: | 1.110 | 0.787 |
| 6M High / 6M Low: | 1.430 | 0.785 |
| High (YTD): | 1/10/2024 | 2.230 |
| Low (YTD): | 2/23/2024 | 0.499 |
| 52W High: | 12/4/2023 | 2.360 |
| 52W Low: | 2/23/2024 | 0.499 |
| Avg. price 1W: | 0.990 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.905 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.116 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.259 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 130.72% | |
| Volatility 6M: | 108.59% | |
| Volatility 1Y: | 113.00% | |
| Volatility 3Y: | - |
