RBI Put/Verbund 23-25/ AT0000A37AG4 /
| 2024-11-08 12:06:27 PM | Chg.+0.002 | Bid12:08:35 PM | Ask12:08:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.544EUR | +0.37% | 0.541 Bid Size: 10,000 |
0.571 Ask Size: 10,000 |
VERBUND AG INH... | 74.2155 EUR | 2025-03-21 | Put |
Master data
| WKN: | RC1A7U |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 74.22 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2025-03-20 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -11.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.56 |
|---|---|
| Intrinsic value: | 0.27 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.26 |
| Parity: | 0.27 |
| Time value: | 0.33 |
| Break-even: | 68.21 |
| Moneyness: | 1.04 |
| Premium: | 0.05 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.03 |
| Spread %: | 5.20% |
| Delta: | -0.53 |
| Theta: | -0.01 |
| Omega: | -6.25 |
| Rho: | -0.16 |
Quote data
| Open: | 0.550 |
|---|---|
| High: | 0.550 |
| Low: | 0.544 |
| Previous Close: | 0.542 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +26.22% | ||
|---|---|---|---|
| 1 Month | -12.26% | ||
| 3 Months | -1.27% | ||
| YTD | -12.68% | ||
| 1 Year | -24.76% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.542 | 0.383 |
|---|---|---|
| 1M High / 1M Low: | 0.620 | 0.317 |
| 6M High / 6M Low: | 0.990 | 0.317 |
| High (YTD): | 2024-02-23 | 1.680 |
| Low (YTD): | 2024-10-29 | 0.317 |
| 52W High: | 2024-02-23 | 1.680 |
| 52W Low: | 2024-10-29 | 0.317 |
| Avg. price 1W: | 0.459 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.450 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.598 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.794 | |
| Avg. volume 1Y: | 121.875 | |
| Volatility 1M: | 173.43% | |
| Volatility 6M: | 129.12% | |
| Volatility 1Y: | 114.05% | |
| Volatility 3Y: | - |
