RBI Call/OMV 23-24/ AT0000A33BD8 /
2024-09-06 4:59:34 PM | Chg.-0.097 | Bid5:29:12 PM | Ask5:29:12 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.171EUR | -36.19% | - 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: | 13.96 |
Leverage: | Yes |
Calculated values
Fair value: | 0.27 |
---|---|
Intrinsic value: | 0.26 |
Implied volatility: | 0.41 |
Historic volatility: | 0.22 |
Parity: | 0.26 |
Time value: | 0.04 |
Break-even: | 39.23 |
Moneyness: | 1.07 |
Premium: | 0.01 |
Premium p.a.: | 0.32 |
Spread abs.: | 0.03 |
Spread %: | 10.91% |
Delta: | 0.80 |
Theta: | -0.03 |
Omega: | 11.17 |
Rho: | 0.01 |
Quote data
Open: | 0.220 |
---|---|
High: | 0.220 |
Low: | 0.171 |
Previous Close: | 0.268 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -51.83% | ||
---|---|---|---|
1 Month | -30.77% | ||
3 Months | -72.06% | ||
YTD | -65.17% | ||
1 Year | -82.90% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.322 | 0.171 |
---|---|---|
1M High / 1M Low: | 0.355 | 0.171 |
6M High / 6M Low: | 1.060 | 0.169 |
High (YTD): | 2024-05-20 | 1.060 |
Low (YTD): | 2024-08-05 | 0.169 |
52W High: | 2023-09-20 | 1.080 |
52W Low: | 2024-08-05 | 0.169 |
Avg. price 1W: | 0.263 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.297 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.555 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.601 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 207.01% | |
Volatility 6M: | 169.90% | |
Volatility 1Y: | 141.57% | |
Volatility 3Y: | - |