RBI Call/OMV 23-24/ AT0000A36DN6 /
| 2024-07-26 9:15:02 AM | Chg.+0.040 | Bid5:29:37 PM | Ask5:29:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.392EUR | +11.36% | - Bid Size: - |
- Ask Size: - |
OMV AG | 35.6642 EUR | 2024-09-20 | Call |
Master data
| WKN: | RC1AXN |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.66 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-07-20 |
| Last trading day: | 2024-09-19 |
| Ratio: | 9.63:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.38 |
|---|---|
| Intrinsic value: | 0.33 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.22 |
| Parity: | 0.33 |
| Time value: | 0.10 |
| Break-even: | 39.84 |
| Moneyness: | 1.09 |
| Premium: | 0.03 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.03 |
| Spread %: | 7.44% |
| Delta: | 0.77 |
| Theta: | -0.02 |
| Omega: | 7.15 |
| Rho: | 0.04 |
Quote data
| Open: | 0.392 |
|---|---|
| High: | 0.392 |
| Low: | 0.392 |
| Previous Close: | 0.352 |
| Turnover: | - |
| Market phase: | OP |
All quotes in EUR
Performance
| 1 Week | -11.31% | ||
|---|---|---|---|
| 1 Month | -33.67% | ||
| 3 Months | -43.11% | ||
| YTD | -23.14% | ||
| 1 Year | -46.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.442 | 0.352 |
|---|---|---|
| 1M High / 1M Low: | 0.671 | 0.352 |
| 6M High / 6M Low: | 1.080 | 0.352 |
| High (YTD): | 2024-05-20 | 1.080 |
| Low (YTD): | 2024-07-25 | 0.352 |
| 52W High: | 2024-05-20 | 1.080 |
| 52W Low: | 2024-07-25 | 0.352 |
| Avg. price 1W: | 0.397 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.487 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.646 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.691 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 149.52% | |
| Volatility 6M: | 129.44% | |
| Volatility 1Y: | 110.86% | |
| Volatility 3Y: | - |
