RBI Call/Verbund 24-25/ AT0000A3BWG3 /
| 2024-09-13 12:03:09 PM | Chg.-0.040 | Bid4:54:48 PM | Ask4:54:48 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.860EUR | -2.11% | 1.840 Bid Size: 10,000 |
1.870 Ask Size: 10,000 |
VERBUND AG INH... | 59.545 EUR | 2025-09-19 | 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: | 2025-09-19 |
| Issue date: | 2024-04-08 |
| Last trading day: | 2025-09-18 |
| Ratio: | 9.92:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.88 |
|---|---|
| Intrinsic value: | 1.51 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.27 |
| Parity: | 1.51 |
| Time value: | 0.35 |
| Break-even: | 78.00 |
| Moneyness: | 1.25 |
| Premium: | 0.05 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.03 |
| Spread %: | 1.64% |
| Delta: | 0.87 |
| Theta: | -0.01 |
| Omega: | 3.52 |
| Rho: | 0.47 |
Quote data
| Open: | 1.830 |
|---|---|
| High: | 1.860 |
| Low: | 1.830 |
| Previous Close: | 1.900 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -7.46% | ||
|---|---|---|---|
| 1 Month | -9.27% | ||
| 3 Months | -11.85% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.060 | 1.900 |
|---|---|---|
| 1M High / 1M Low: | 2.180 | 1.840 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.004 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 2.041 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 56.51% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
