RBI Call/OMV 23-24/ AT0000A33BE6 /
03/09/2024 12:07:47 | Chg.-0.008 | Bid17:20:00 | Ask17:29:59 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.045EUR | -15.09% | - Bid Size: - |
- Ask Size: - |
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: | 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: | CL |
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): | 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: | 0.061 | |
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: | - |