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RBI Call 33.7364 OMV 20.09.2024/  AT0000A36DM8  /

EUWAX
29/07/2024  09:43:00 Chg.+0.009 Bid15:43:25 Ask15:43:25 Underlying Strike price Expiration date Option type
0.566EUR +1.62% 0.547
Bid Size: 10,000		 0.577
Ask Size: 10,000		 OMV AG 33.7364 EUR 20/09/2024 Call
 

Master data

WKN: RC1AXM
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 33.74 EUR
Maturity: 20/09/2024
Issue date: 20/07/2023
Last trading day: 19/09/2024
Ratio: 9.63:1
Exercise type: American
Quanto: -
Gearing: 6.69
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.53
Implied volatility: 0.41
Historic volatility: 0.22
Parity: 0.53
Time value: 0.07
Break-even: 39.55
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 5.24%
Delta: 0.85
Theta: -0.02
Omega: 5.67
Rho: 0.04
 

Quote data

Open: 0.566
High: 0.566
Low: 0.566
Previous Close: 0.557
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.56%
1 Month
  -28.35%
3 Months
  -33.96%
YTD
  -11.15%
1 Year
  -34.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.619 0.515
1M High / 1M Low: 0.827 0.515
6M High / 6M Low: 1.260 0.515
High (YTD): 21/05/2024 1.260
Low (YTD): 17/01/2024 0.501
52W High: 21/05/2024 1.260
52W Low: 17/01/2024 0.501
Avg. price 1W:   0.563
Avg. volume 1W:   0.000
Avg. price 1M:   0.663
Avg. volume 1M:   0.000
Avg. price 6M:   0.813
Avg. volume 6M:   0.000
Avg. price 1Y:   0.839
Avg. volume 1Y:   0.000
Volatility 1M:   98.41%
Volatility 6M:   112.66%
Volatility 1Y:   100.69%
Volatility 3Y:   -