Raiffeisen Bank International AG Kauf-OS 25.09.24 OMV 44
/ AT0000A33BE6
Raiffeisen Bank International AG .../ AT0000A33BE6 /
2024-07-10 12:00:00 AM |
Chg.-0.073 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.211EUR |
-25.70% |
- Bid Size: - |
- Ask Size: - |
OMV AG |
40.0947 EUR |
2024-09-20 |
Call |
Master data
WKN: |
RC08WH |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.09 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-03-30 |
Last trading day: |
2024-09-19 |
Ratio: |
9.12:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
19.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.22 |
Parity: |
-0.03 |
Time value: |
0.23 |
Break-even: |
42.15 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.03 |
Spread %: |
15.31% |
Delta: |
0.53 |
Theta: |
-0.02 |
Omega: |
10.25 |
Rho: |
0.04 |
Quote data
Open: |
0.211 |
High: |
0.211 |
Low: |
0.211 |
Previous Close: |
0.284 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.70% |
1 Month |
|
|
-45.76% |
3 Months |
|
|
-41.06% |
YTD |
|
|
-36.06% |
1 Year |
|
|
-60.56% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.211 |
0.211 |
1M High / 1M Low: |
0.389 |
0.199 |
6M High / 6M Low: |
0.685 |
0.199 |
High (YTD): |
2024-05-21 |
0.685 |
Low (YTD): |
2024-06-17 |
0.199 |
52W High: |
2023-09-19 |
0.815 |
52W Low: |
2024-06-17 |
0.199 |
Avg. price 1W: |
|
0.211 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.255 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.359 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.454 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
152.05% |
Volatility 6M: |
|
146.73% |
Volatility 1Y: |
|
130.92% |
Volatility 3Y: |
|
- |