RBI Call/OMV 23-24/ AT0000A33BK3 /
| 2024-07-26 9:15:02 AM | Chg.+0.051 | Bid5:29:37 PM | Ask5:29:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.687EUR | +8.02% | - Bid Size: - |
- Ask Size: - |
OMV AG | 32.8048 EUR | 2024-09-20 | Call |
Master data
| WKN: | RC08WN |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 32.80 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: | 5.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.69 |
|---|---|
| Intrinsic value: | 0.66 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.22 |
| Parity: | 0.66 |
| Time value: | 0.07 |
| Break-even: | 39.46 |
| Moneyness: | 1.18 |
| Premium: | 0.02 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.03 |
| Spread %: | 4.29% |
| Delta: | 0.88 |
| Theta: | -0.01 |
| Omega: | 5.11 |
| Rho: | 0.04 |
Quote data
| Open: | 0.687 |
|---|---|
| High: | 0.687 |
| Low: | 0.687 |
| Previous Close: | 0.636 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -7.79% | ||
|---|---|---|---|
| 1 Month | -24.17% | ||
| 3 Months | -33.30% | ||
| YTD | -8.16% | ||
| 1 Year | -30.61% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.745 | 0.636 |
|---|---|---|
| 1M High / 1M Low: | 1.000 | 0.636 |
| 6M High / 6M Low: | 1.460 | 0.636 |
| High (YTD): | 2024-05-20 | 1.460 |
| Low (YTD): | 2024-01-22 | 0.597 |
| 52W High: | 2024-05-20 | 1.460 |
| 52W Low: | 2024-01-22 | 0.597 |
| Avg. price 1W: | 0.691 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.791 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.958 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.980 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 112.01% | |
| Volatility 6M: | 101.77% | |
| Volatility 1Y: | 89.64% | |
| Volatility 3Y: | - |
