RBI Call/Verbund 23-25/ AT0000A379V6 /
| 23/01/2025 12:04:00 | Chg.-0.008 | Bid17:29:58 | Ask17:29:58 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.600EUR | -1.32% | - Bid Size: - |
- Ask Size: - |
VERBUND AG INH... | 69.4691 EUR | 21/03/2025 | Call |
Master data
| WKN: | RC1A67 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 69.47 EUR |
| Maturity: | 21/03/2025 |
| Issue date: | 02/10/2023 |
| Last trading day: | 20/03/2025 |
| Ratio: | 9.92:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.46 |
|---|---|
| Intrinsic value: | 0.28 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.26 |
| Parity: | 0.28 |
| Time value: | 0.28 |
| Break-even: | 75.02 |
| Moneyness: | 1.04 |
| Premium: | 0.04 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.03 |
| Spread %: | 5.66% |
| Delta: | 0.65 |
| Theta: | -0.04 |
| Omega: | 8.43 |
| Rho: | 0.06 |
Quote data
| Open: | 0.584 |
|---|---|
| High: | 0.600 |
| Low: | 0.584 |
| Previous Close: | 0.608 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +55.44% | ||
|---|---|---|---|
| 1 Month | +35.75% | ||
| 3 Months | -41.18% | ||
| YTD | +26.58% | ||
| 1 Year | -56.20% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.608 | 0.386 |
|---|---|---|
| 1M High / 1M Low: | 0.608 | 0.386 |
| 6M High / 6M Low: | 1.300 | 0.351 |
| High (YTD): | 22/01/2025 | 0.608 |
| Low (YTD): | 16/01/2025 | 0.386 |
| 52W High: | 23/05/2024 | 1.430 |
| 52W Low: | 19/12/2024 | 0.351 |
| Avg. price 1W: | 0.525 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.486 | |
| Avg. volume 1M: | 277.778 | |
| Avg. price 6M: | 0.887 | |
| Avg. volume 6M: | 39.370 | |
| Avg. price 1Y: | 0.939 | |
| Avg. volume 1Y: | 19.685 | |
| Volatility 1M: | 174.72% | |
| Volatility 6M: | 143.02% | |
| Volatility 1Y: | 133.78% | |
| Volatility 3Y: | - |