RBI Call/OMV 23-24/ AT0000A33BE6 /
| 2024-09-03 12:07:47 PM | Chg.-0.008 | Bid5:20:00 PM | Ask5:29:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.045EUR | -15.09% | - Bid Size: - |
- Ask Size: - |
OMV AG | 40.0947 EUR | 2024-09-20 | Call |
Master data
| WKN: | RC08WH |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.09 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: | 35.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.22 |
| Parity: | -0.10 |
| Time value: | 0.12 |
| Break-even: | 41.19 |
| Moneyness: | 0.98 |
| Premium: | 0.05 |
| Premium p.a.: | 1.96 |
| Spread abs.: | 0.07 |
| Spread %: | 155.32% |
| Delta: | 0.43 |
| Theta: | -0.04 |
| Omega: | 15.26 |
| Rho: | 0.01 |
Quote data
| Open: | 0.053 |
|---|---|
| High: | 0.053 |
| Low: | 0.045 |
| Previous Close: | 0.053 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -39.19% | ||
|---|---|---|---|
| 1 Month | -48.28% | ||
| 3 Months | -91.04% | ||
| YTD | -85.20% | ||
| 1 Year | -93.63% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.074 | 0.051 |
|---|---|---|
| 1M High / 1M Low: | 0.097 | 0.027 |
| 6M High / 6M Low: | 0.663 | 0.027 |
| High (YTD): | 2024-05-20 | 0.663 |
| Low (YTD): | 2024-08-05 | 0.027 |
| 52W High: | 2023-09-20 | 0.798 |
| 52W Low: | 2024-08-05 | 0.027 |
| Avg. price 1W: | 0.061 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.066 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.287 | |
| Avg. volume 6M: | 479.487 | |
| Avg. price 1Y: | 0.365 | |
| Avg. volume 1Y: | 292.275 | |
| Volatility 1M: | 422.47% | |
| Volatility 6M: | 262.51% | |
| Volatility 1Y: | 205.83% | |
| Volatility 3Y: | - |
