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RBI Call 36.4497 OMV 20.09.2024/  AT0000A33BD8  /

EUWAX
2024-07-31  9:39:53 AM Chg.-0.001 Bid5:30:02 PM Ask5:30:02 PM Underlying Strike price Expiration date Option type
0.316EUR -0.32% -
Bid Size: -		 -
Ask Size: -		 OMV AG 36.4497 EUR 2024-09-20 Call
 

Master data

WKN: RC08WG
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 36.45 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: 12.91
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.20
Implied volatility: 0.33
Historic volatility: 0.22
Parity: 0.20
Time value: 0.13
Break-even: 39.41
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 10.17%
Delta: 0.69
Theta: -0.02
Omega: 8.91
Rho: 0.03
 

Quote data

Open: 0.300
High: 0.316
Low: 0.300
Previous Close: 0.317
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.77%
1 Month
  -45.23%
3 Months
  -61.70%
YTD
  -35.64%
1 Year
  -58.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.355 0.310
1M High / 1M Low: 0.609 0.310
6M High / 6M Low: 1.040 0.310
High (YTD): 2024-05-21 1.040
Low (YTD): 2024-07-25 0.310
52W High: 2023-09-19 1.080
52W Low: 2024-07-25 0.310
Avg. price 1W:   0.331
Avg. volume 1W:   0.000
Avg. price 1M:   0.441
Avg. volume 1M:   0.000
Avg. price 6M:   0.607
Avg. volume 6M:   0.000
Avg. price 1Y:   0.659
Avg. volume 1Y:   0.000
Volatility 1M:   132.02%
Volatility 6M:   142.63%
Volatility 1Y:   123.29%
Volatility 3Y:   -