RBI Call/OMV 23-24/ AT0000A33BF3 /
| 7/5/2024 12:06:51 PM | Chg.+0.001 | Bid5:16:28 PM | Ask5:16:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.132EUR | +0.76% | - Bid Size: - |
- Ask Size: - |
OMV AG | 43.7397 EUR | 9/20/2024 | Call |
Master data
| WKN: | RC08WJ |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 43.74 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: | 31.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.22 |
| Parity: | -0.27 |
| Time value: | 0.14 |
| Break-even: | 45.03 |
| Moneyness: | 0.94 |
| Premium: | 0.09 |
| Premium p.a.: | 0.52 |
| Spread abs.: | 0.03 |
| Spread %: | 26.79% |
| Delta: | 0.37 |
| Theta: | -0.01 |
| Omega: | 11.96 |
| Rho: | 0.03 |
Quote data
| Open: | 0.132 |
|---|---|
| High: | 0.132 |
| Low: | 0.132 |
| Previous Close: | 0.131 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +26.92% | ||
|---|---|---|---|
| 1 Month | -7.69% | ||
| 3 Months | -54.79% | ||
| YTD | -25.84% | ||
| 1 Year | -68.42% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.132 | 0.100 |
|---|---|---|
| 1M High / 1M Low: | 0.173 | 0.066 |
| 6M High / 6M Low: | 0.339 | 0.066 |
| High (YTD): | 5/20/2024 | 0.339 |
| Low (YTD): | 6/17/2024 | 0.066 |
| 52W High: | 9/20/2023 | 0.573 |
| 52W Low: | 6/17/2024 | 0.066 |
| Avg. price 1W: | 0.119 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.110 | |
| Avg. volume 1M: | 1,000 | |
| Avg. price 6M: | 0.174 | |
| Avg. volume 6M: | 491.071 | |
| Avg. price 1Y: | 0.274 | |
| Avg. volume 1Y: | 235.043 | |
| Volatility 1M: | 255.34% | |
| Volatility 6M: | 212.96% | |
| Volatility 1Y: | 176.73% | |
| Volatility 3Y: | - |
