RBI Call 38.5558 OMV 19.09.2025
/ AT0000A3BV38
RBI Call 38.5558 OMV 19.09.2025/ AT0000A3BV38 /
18/10/2024 09:16:04 |
Chg.+0.022 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.376EUR |
+6.21% |
- Bid Size: - |
- Ask Size: - |
OMV AG |
38.5558 EUR |
19/09/2025 |
Call |
Master data
WKN: |
RC1DWL |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.56 EUR |
Maturity: |
19/09/2025 |
Issue date: |
08/04/2024 |
Last trading day: |
18/09/2025 |
Ratio: |
9.63:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.03 |
Implied volatility: |
0.21 |
Historic volatility: |
0.22 |
Parity: |
0.03 |
Time value: |
0.37 |
Break-even: |
42.38 |
Moneyness: |
1.01 |
Premium: |
0.09 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.03 |
Spread %: |
8.17% |
Delta: |
0.61 |
Theta: |
-0.01 |
Omega: |
6.21 |
Rho: |
0.18 |
Quote data
Open: |
0.376 |
High: |
0.376 |
Low: |
0.376 |
Previous Close: |
0.354 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.16% |
1 Month |
|
|
+42.42% |
3 Months |
|
|
-25.10% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.405 |
0.330 |
1M High / 1M Low: |
0.430 |
0.260 |
6M High / 6M Low: |
0.846 |
0.252 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.368 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.340 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.511 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
148.91% |
Volatility 6M: |
|
116.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |