RBI Call 42.4114 OMV 21.03.2025
/ AT0000A37918
RBI Call 42.4114 OMV 21.03.2025/ AT0000A37918 /
| 8/1/2024 9:15:05 AM |
Chg.+0.007 |
Bid3:28:16 PM |
Ask3:28:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.191EUR |
+3.80% |
0.179
Bid Size: 10,000 |
0.209
Ask Size: 10,000 |
OMV AG |
42.4114 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
10/2/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
9.63:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
-0.39 |
| Time value: |
0.23 |
| Break-even: |
44.58 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.03 |
| Spread %: |
15.38% |
| Delta: |
0.41 |
| Theta: |
-0.01 |
| Omega: |
7.37 |
| Rho: |
0.09 |
Quote data
| Open: |
0.191 |
| High: |
0.191 |
| Low: |
0.191 |
| Previous Close: |
0.184 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.11% |
| 1 Month |
|
|
-40.87% |
| 3 Months |
|
|
-56.29% |
| YTD |
|
|
-31.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.203 |
0.180 |
| 1M High / 1M Low: |
0.349 |
0.180 |
| 6M High / 6M Low: |
0.552 |
0.180 |
| High (YTD): |
5/14/2024 |
0.552 |
| Low (YTD): |
7/25/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.332 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.14% |
| Volatility 6M: |
|
140.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
