RBI Call 69.4691 OEWA 21.03.2025
/ AT0000A379V6
RBI Call 69.4691 OEWA 21.03.2025/ AT0000A379V6 /
23/01/2025 09:16:32 |
Chg.+0.010 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.588EUR |
+1.73% |
- 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: |
0.588 |
High: |
0.588 |
Low: |
0.588 |
Previous Close: |
0.578 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+44.83% |
1 Month |
|
|
+29.23% |
3 Months |
|
|
-42.91% |
YTD |
|
|
+20.25% |
1 Year |
|
|
-56.12% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.597 |
0.406 |
1M High / 1M Low: |
0.597 |
0.402 |
6M High / 6M Low: |
1.310 |
0.360 |
High (YTD): |
20/01/2025 |
0.597 |
Low (YTD): |
13/01/2025 |
0.402 |
52W High: |
04/06/2024 |
1.470 |
52W Low: |
19/12/2024 |
0.360 |
Avg. price 1W: |
|
0.510 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.482 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.889 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.941 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
152.44% |
Volatility 6M: |
|
138.06% |
Volatility 1Y: |
|
132.13% |
Volatility 3Y: |
|
- |