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RBI Call 42.4114 OMV 21.03.2025/  AT0000A37918  /

Stuttgart
2024-11-14  9:16:11 AM Chg.-0.004 Bid10:09:07 AM Ask10:09:07 AM Underlying Strike price Expiration date Option type
0.051EUR -7.27% 0.053
Bid Size: 10,000		 0.083
Ask Size: 10,000		 OMV AG 42.4114 EUR 2025-03-21 Call
 

Master data

WKN: RC1A6D
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 42.41 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: 47.93
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.21
Parity: -0.52
Time value: 0.08
Break-even: 43.19
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.51
Spread abs.: 0.03
Spread %: 58.82%
Delta: 0.25
Theta: -0.01
Omega: 11.89
Rho: 0.03
 

Quote data

Open: 0.051
High: 0.051
Low: 0.051
Previous Close: 0.055
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.17%
1 Month
  -63.83%
3 Months
  -71.67%
YTD
  -81.79%
1 Year
  -89.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.071 0.055
1M High / 1M Low: 0.141 0.055
6M High / 6M Low: 0.552 0.055
High (YTD): 2024-05-14 0.552
Low (YTD): 2024-11-13 0.055
52W High: 2024-05-14 0.552
52W Low: 2024-11-13 0.055
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   0.218
Avg. volume 6M:   0.000
Avg. price 1Y:   0.265
Avg. volume 1Y:   196.078
Volatility 1M:   196.85%
Volatility 6M:   178.15%
Volatility 1Y:   155.66%
Volatility 3Y:   -