RBI Call/OMV 23-24/ AT0000A33BD8 /
2024-07-26 9:15:02 AM | Chg.+0.040 | Bid5:29:37 PM | Ask5:29:37 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.350EUR | +12.90% | - Bid Size: - |
- Ask Size: - |
OMV AG | 36.4497 EUR | 2024-09-20 | Call |
Master data
WKN: | RC08WG |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | OMV AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 36.45 EUR |
Maturity: | 2024-09-20 |
Issue date: | 2023-03-30 |
Last trading day: | 2024-09-19 |
Ratio: | 9.12:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 10.93 |
Leverage: | Yes |
Calculated values
Fair value: | 0.33 |
---|---|
Intrinsic value: | 0.26 |
Implied volatility: | 0.34 |
Historic volatility: | 0.22 |
Parity: | 0.26 |
Time value: | 0.13 |
Break-even: | 40.00 |
Moneyness: | 1.07 |
Premium: | 0.03 |
Premium p.a.: | 0.21 |
Spread abs.: | 0.03 |
Spread %: | 8.33% |
Delta: | 0.72 |
Theta: | -0.02 |
Omega: | 7.90 |
Rho: | 0.04 |
Quote data
Open: | 0.350 |
---|---|
High: | 0.350 |
Low: | 0.350 |
Previous Close: | 0.310 |
Turnover: | - |
Market phase: | OP |
All quotes in EUR
Performance
1 Week | -12.72% | ||
---|---|---|---|
1 Month | -36.94% | ||
3 Months | -46.40% | ||
YTD | -28.72% | ||
1 Year | -51.72% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.401 | 0.310 |
---|---|---|
1M High / 1M Low: | 0.636 | 0.310 |
6M High / 6M Low: | 1.060 | 0.310 |
High (YTD): | 2024-05-20 | 1.060 |
Low (YTD): | 2024-07-25 | 0.310 |
52W High: | 2023-09-20 | 1.080 |
52W Low: | 2024-07-25 | 0.310 |
Avg. price 1W: | 0.355 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.447 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.614 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.669 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 163.40% | |
Volatility 6M: | 138.38% | |
Volatility 1Y: | 117.57% | |
Volatility 3Y: | - |