RBI Call/Verbund 24-25/ AT0000A3B5D3 /
| 08/11/2024 12:06:27 | Chg.-0.010 | Bid17:25:27 | Ask17:25:27 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.440EUR | -0.69% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 59.545 EUR | 21/03/2025 | 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: | 21/03/2025 |
| Issue date: | 11/03/2024 |
| Last trading day: | 20/03/2025 |
| Ratio: | 9.92:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.35 |
|---|---|
| Intrinsic value: | 1.24 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.26 |
| Parity: | 1.24 |
| Time value: | 0.20 |
| Break-even: | 73.83 |
| Moneyness: | 1.21 |
| Premium: | 0.03 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 2.13% |
| Delta: | 0.85 |
| Theta: | -0.02 |
| Omega: | 4.26 |
| Rho: | 0.17 |
Quote data
| Open: | 1.430 |
|---|---|
| High: | 1.440 |
| Low: | 1.430 |
| Previous Close: | 1.450 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -17.71% | ||
|---|---|---|---|
| 1 Month | -10.00% | ||
| 3 Months | -25.77% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.840 | 1.440 |
|---|---|---|
| 1M High / 1M Low: | 2.060 | 1.440 |
| 6M High / 6M Low: | 2.150 | 1.440 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.608 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.773 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.862 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 89.23% | |
| Volatility 6M: | 83.97% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
