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RBI Call 34.6272 OMV 20.09.2024/  AT0000A33BC0  /

EUWAX
2024-07-05  3:32:37 PM Chg.+0.003 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.785EUR +0.38% -
Bid Size: -		 -
Ask Size: -		 OMV AG 34.6272 EUR 2024-09-20 Call
 

Master data

WKN: RC08WF
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 34.63 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: 5.70
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.73
Implied volatility: 0.33
Historic volatility: 0.22
Parity: 0.73
Time value: 0.06
Break-even: 41.87
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 3.92%
Delta: 0.90
Theta: -0.01
Omega: 5.13
Rho: 0.06
 

Quote data

Open: 0.802
High: 0.814
Low: 0.785
Previous Close: 0.782
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.95%
1 Month  
+3.70%
3 Months
  -21.50%
YTD  
+28.48%
1 Year
  -8.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.785 0.712
1M High / 1M Low: 0.842 0.564
6M High / 6M Low: 1.240 0.473
High (YTD): 2024-05-21 1.240
Low (YTD): 2024-01-17 0.473
52W High: 2024-05-21 1.240
52W Low: 2024-01-17 0.473
Avg. price 1W:   0.756
Avg. volume 1W:   0.000
Avg. price 1M:   0.700
Avg. volume 1M:   0.000
Avg. price 6M:   0.770
Avg. volume 6M:   0.000
Avg. price 1Y:   0.830
Avg. volume 1Y:   0.000
Volatility 1M:   120.70%
Volatility 6M:   119.54%
Volatility 1Y:   105.26%
Volatility 3Y:   -