RBI Call 38.5558 OMV 21.03.2025
/ AT0000A37900
RBI Call 38.5558 OMV 21.03.2025/ AT0000A37900 /
| 2024-08-01 9:15:05 AM |
Chg.+0.011 |
Bid4:07:37 PM |
Ask4:07:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.362EUR |
+3.13% |
0.327
Bid Size: 10,000 |
0.357
Ask Size: 10,000 |
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: |
10.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
0.01 |
| Time value: |
0.38 |
| Break-even: |
42.39 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
8.15% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
5.97 |
| Rho: |
0.12 |
Quote data
| Open: |
0.362 |
| High: |
0.362 |
| Low: |
0.362 |
| Previous Close: |
0.351 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.23% |
| 1 Month |
|
|
-32.34% |
| 3 Months |
|
|
-45.15% |
| YTD |
|
|
-13.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.379 |
0.344 |
| 1M High / 1M Low: |
0.570 |
0.344 |
| 6M High / 6M Low: |
0.798 |
0.344 |
| High (YTD): |
2024-05-14 |
0.798 |
| Low (YTD): |
2024-01-17 |
0.323 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.439 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.523 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.25% |
| Volatility 6M: |
|
117.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
