RBI Call/Verbund 24-25/ AT0000A3BWG3 /
| 15/10/2024 12:08:23 | Chg.+0.140 | Bid13:22:37 | Ask13:22:37 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.800EUR | +8.43% | 1.790 Bid Size: 10,000 |
1.820 Ask Size: 10,000 |
VERBUND AG INH... | 59.545 EUR | 19/09/2025 | Call |
Master data
| WKN: | RC1DXZ |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 59.55 EUR |
| Maturity: | 19/09/2025 |
| Issue date: | 08/04/2024 |
| Last trading day: | 18/09/2025 |
| Ratio: | 9.92:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.83 |
|---|---|
| Intrinsic value: | 1.53 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.25 |
| Parity: | 1.53 |
| Time value: | 0.27 |
| Break-even: | 77.40 |
| Moneyness: | 1.25 |
| Premium: | 0.04 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.03 |
| Spread %: | 1.69% |
| Delta: | 0.89 |
| Theta: | -0.01 |
| Omega: | 3.74 |
| Rho: | 0.45 |
Quote data
| Open: | 1.800 |
|---|---|
| High: | 1.800 |
| Low: | 1.800 |
| Previous Close: | 1.660 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +11.11% | ||
|---|---|---|---|
| 1 Month | -3.23% | ||
| 3 Months | -15.49% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.770 | 1.620 |
|---|---|---|
| 1M High / 1M Low: | 1.820 | 1.590 |
| 6M High / 6M Low: | 2.230 | 1.360 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.692 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.724 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.902 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 75.12% | |
| Volatility 6M: | 76.81% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
