RBI Call/Verbund 24-25/ AT0000A3B5D3 /
| 2024-08-30 12:03:52 PM | Chg.0.000 | Bid5:29:46 PM | Ask5:29:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.980EUR | 0.00% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 59.545 EUR | 2025-03-21 | Call |
Master data
| WKN: | RC1DBE |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 59.55 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2024-03-11 |
| Last trading day: | 2025-03-20 |
| Ratio: | 9.92:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.94 |
|---|---|
| Intrinsic value: | 1.77 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.27 |
| Parity: | 1.77 |
| Time value: | 0.23 |
| Break-even: | 79.39 |
| Moneyness: | 1.30 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.03 |
| Spread %: | 1.52% |
| Delta: | 0.90 |
| Theta: | -0.01 |
| Omega: | 3.48 |
| Rho: | 0.27 |
Quote data
| Open: | 1.950 |
|---|---|
| High: | 1.980 |
| Low: | 1.950 |
| Previous Close: | 1.980 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -1.98% | ||
|---|---|---|---|
| 1 Month | +12.50% | ||
| 3 Months | +3.66% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.090 | 1.980 |
|---|---|---|
| 1M High / 1M Low: | 2.090 | 1.610 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.024 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.930 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 93.77% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
