RBI Call/OMV 23-24/ AT0000A33BE6 /
| 06/08/2024 12:04:17 | Chg.+0.006 | Bid12:55:03 | Ask12:55:03 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.033EUR | +22.22% | 0.037 Bid Size: 10,000 |
0.067 Ask Size: 10,000 |
OMV AG | 40.0947 EUR | 20/09/2024 | 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: | 20/09/2024 |
| Issue date: | 30/03/2023 |
| Last trading day: | 19/09/2024 |
| Ratio: | 9.12:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 63.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.22 |
| Parity: | -0.36 |
| Time value: | 0.06 |
| Break-even: | 40.68 |
| Moneyness: | 0.92 |
| Premium: | 0.10 |
| Premium p.a.: | 1.24 |
| Spread abs.: | 0.03 |
| Spread %: | 88.24% |
| Delta: | 0.25 |
| Theta: | -0.02 |
| Omega: | 15.87 |
| Rho: | 0.01 |
Quote data
| Open: | 0.040 |
|---|---|
| High: | 0.040 |
| Low: | 0.033 |
| Previous Close: | 0.027 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -67.33% | ||
|---|---|---|---|
| 1 Month | -90.03% | ||
| 3 Months | -90.91% | ||
| YTD | -89.14% | ||
| 1 Year | -93.77% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.119 | 0.027 |
|---|---|---|
| 1M High / 1M Low: | 0.283 | 0.027 |
| 6M High / 6M Low: | 0.663 | 0.027 |
| High (YTD): | 20/05/2024 | 0.663 |
| Low (YTD): | 05/08/2024 | 0.027 |
| 52W High: | 20/09/2023 | 0.798 |
| 52W Low: | 05/08/2024 | 0.027 |
| Avg. price 1W: | 0.084 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.143 | |
| Avg. volume 1M: | 214.286 | |
| Avg. price 6M: | 0.326 | |
| Avg. volume 6M: | 496.460 | |
| Avg. price 1Y: | 0.410 | |
| Avg. volume 1Y: | 292.275 | |
| Volatility 1M: | 327.51% | |
| Volatility 6M: | 212.17% | |
| Volatility 1Y: | 170.60% | |
| Volatility 3Y: | - |
