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RBI Call 38.5558 OMV 21.03.2025/  AT0000A37900  /

Stuttgart
2024-11-13  9:15:50 AM Chg.-0.022 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.189EUR -10.43% -
Bid Size: -		 -
Ask Size: -		 OMV AG 38.5558 EUR 2025-03-21 Call
 

Master data

WKN: RC1A6C
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 38.56 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 9.63:1
Exercise type: American
Quanto: -
Gearing: 17.89
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.21
Parity: -0.10
Time value: 0.22
Break-even: 40.66
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 15.96%
Delta: 0.49
Theta: -0.01
Omega: 8.83
Rho: 0.06
 

Quote data

Open: 0.189
High: 0.189
Low: 0.189
Previous Close: 0.211
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.30%
1 Month
  -41.30%
3 Months
  -45.69%
YTD
  -54.89%
1 Year
  -71.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.218 0.189
1M High / 1M Low: 0.322 0.189
6M High / 6M Low: 0.798 0.183
High (YTD): 2024-05-14 0.798
Low (YTD): 2024-09-17 0.183
52W High: 2024-05-14 0.798
52W Low: 2024-09-17 0.183
Avg. price 1W:   0.203
Avg. volume 1W:   0.000
Avg. price 1M:   0.256
Avg. volume 1M:   0.000
Avg. price 6M:   0.396
Avg. volume 6M:   0.000
Avg. price 1Y:   0.435
Avg. volume 1Y:   0.000
Volatility 1M:   130.41%
Volatility 6M:   133.08%
Volatility 1Y:   123.11%
Volatility 3Y:   -