23/01/2025  20:00:03 Chg.+0.03 Bid20:00:03 Ask20:00:03 Underlying Strike price Expiration date Option type
0.35EUR +9.38% 0.35
Bid Size: -
0.38
Ask Size: -
VERBUND AG INH... 90.00 EUR 20/03/2026 Call
 

Master data

WKN: RC1FP2
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 20/03/2026
Issue date: 17/09/2024
Last trading day: 19/03/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.63
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.26
Parity: -1.78
Time value: 0.35
Break-even: 93.50
Moneyness: 0.80
Premium: 0.30
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 9.38%
Delta: 0.30
Theta: -0.01
Omega: 6.29
Rho: 0.21
 

Quote data

Open: 0.32
High: 0.37
Low: 0.32
Previous Close: 0.32
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.06%
1 Month  
+25.00%
3 Months
  -35.19%
YTD  
+20.69%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.35 0.32
1M High / 1M Low: 0.35 0.25
6M High / 6M Low: - -
High (YTD): 23/01/2025 0.35
Low (YTD): 10/01/2025 0.25
52W High: - -
52W Low: - -
Avg. price 1W:   0.33
Avg. volume 1W:   0.00
Avg. price 1M:   0.30
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -