RBI Call/OMV 23-24/ AT0000A33BD8 /
| 2024-06-27 12:05:27 PM | Chg.+0.031 | Bid5:01:04 PM | Ask5:01:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.556EUR | +5.90% | 0.541 Bid Size: 10,000 |
0.571 Ask Size: 10,000 |
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: | 7.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.51 |
|---|---|
| Intrinsic value: | 0.43 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.24 |
| Parity: | 0.43 |
| Time value: | 0.13 |
| Break-even: | 41.54 |
| Moneyness: | 1.11 |
| Premium: | 0.03 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.03 |
| Spread %: | 5.68% |
| Delta: | 0.78 |
| Theta: | -0.01 |
| Omega: | 6.22 |
| Rho: | 0.06 |
Quote data
| Open: | 0.545 |
|---|---|
| High: | 0.556 |
| Low: | 0.545 |
| Previous Close: | 0.525 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +21.66% | ||
|---|---|---|---|
| 1 Month | -42.62% | ||
| 3 Months | -13.66% | ||
| YTD | +13.24% | ||
| 1 Year | +3.54% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.536 | 0.457 |
|---|---|---|
| 1M High / 1M Low: | 0.969 | 0.426 |
| 6M High / 6M Low: | 1.060 | 0.364 |
| High (YTD): | 2024-05-20 | 1.060 |
| Low (YTD): | 2024-01-22 | 0.364 |
| 52W High: | 2023-09-20 | 1.080 |
| 52W Low: | 2024-01-22 | 0.364 |
| Avg. price 1W: | 0.490 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.632 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.613 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.694 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 169.36% | |
| Volatility 6M: | 130.02% | |
| Volatility 1Y: | 120.27% | |
| Volatility 3Y: | - |
