RBI Call/OMV 23-24/ AT0000A33BD8 /
| 6/28/2024 12:05:36 PM | Chg.-0.001 | Bid5:28:50 PM | Ask5:28:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.555EUR | -0.18% | - Bid Size: - |
- Ask Size: - |
OMV AG | 36.4497 EUR | 9/20/2024 | 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: | 9/20/2024 |
| Issue date: | 3/30/2023 |
| Last trading day: | 9/19/2024 |
| Ratio: | 9.12:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.53 |
|---|---|
| Intrinsic value: | 0.46 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.24 |
| Parity: | 0.46 |
| Time value: | 0.10 |
| Break-even: | 41.58 |
| Moneyness: | 1.12 |
| Premium: | 0.02 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.03 |
| Spread %: | 5.63% |
| Delta: | 0.82 |
| Theta: | -0.01 |
| Omega: | 6.46 |
| Rho: | 0.06 |
Quote data
| Open: | 0.584 |
|---|---|
| High: | 0.584 |
| Low: | 0.555 |
| Previous Close: | 0.556 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +19.35% | ||
|---|---|---|---|
| 1 Month | -29.39% | ||
| 3 Months | -16.67% | ||
| YTD | +13.03% | ||
| 1 Year | -7.04% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.556 | 0.468 |
|---|---|---|
| 1M High / 1M Low: | 0.902 | 0.426 |
| 6M High / 6M Low: | 1.060 | 0.364 |
| High (YTD): | 5/20/2024 | 1.060 |
| Low (YTD): | 1/22/2024 | 0.364 |
| 52W High: | 9/20/2023 | 1.080 |
| 52W Low: | 1/22/2024 | 0.364 |
| Avg. price 1W: | 0.528 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.579 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.615 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.695 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 171.60% | |
| Volatility 6M: | 130.16% | |
| Volatility 1Y: | 120.29% | |
| Volatility 3Y: | - |
