RBI Call 54.6746 OMV 20.09.2024
/ AT0000A33BJ5
RBI Call 54.6746 OMV 20.09.2024/ AT0000A33BJ5 /
04/09/2024 09:15:23 |
Chg.0.000 |
Bid12:03:18 |
Ask12:03:18 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
0.001 Bid Size: 15,000 |
0.020 Ask Size: 15,000 |
OMV AG |
54.6746 EUR |
20/09/2024 |
Call |
Master data
WKN: |
RC08WM |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
54.67 EUR |
Maturity: |
20/09/2024 |
Issue date: |
30/03/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
9.12:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
212.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.97 |
Historic volatility: |
0.22 |
Parity: |
-1.74 |
Time value: |
0.02 |
Break-even: |
54.86 |
Moneyness: |
0.71 |
Premium: |
0.41 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.02 |
Spread %: |
1,900.00% |
Delta: |
0.06 |
Theta: |
-0.03 |
Omega: |
12.36 |
Rho: |
0.00 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
0.00% |
YTD |
|
|
-95.24% |
1 Year |
|
|
-99.26% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.001 |
0.001 |
6M High / 6M Low: |
0.020 |
0.001 |
High (YTD): |
05/01/2024 |
0.028 |
Low (YTD): |
03/09/2024 |
0.001 |
52W High: |
19/09/2023 |
0.174 |
52W Low: |
03/09/2024 |
0.001 |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.001 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.003 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.031 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
- |
Volatility 6M: |
|
1,274.60% |
Volatility 1Y: |
|
955.29% |
Volatility 3Y: |
|
- |