RBI Call/OMV 23-24/ AT0000A36DP1 /
| 2024-09-03 12:07:47 PM | Chg.-0.012 | Bid5:20:00 PM | Ask5:20:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.191EUR | -5.91% | - Bid Size: - |
- Ask Size: - |
OMV AG | 37.592 EUR | 2024-09-20 | Call |
Master data
| WKN: | RC1AXP |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 37.59 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: | 18.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.16 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.22 |
| Parity: | 0.16 |
| Time value: | 0.06 |
| Break-even: | 39.74 |
| Moneyness: | 1.04 |
| Premium: | 0.01 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.03 |
| Spread %: | 15.54% |
| Delta: | 0.73 |
| Theta: | -0.03 |
| Omega: | 13.24 |
| Rho: | 0.01 |
Quote data
| Open: | 0.208 |
|---|---|
| High: | 0.208 |
| Low: | 0.191 |
| Previous Close: | 0.203 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -15.11% | ||
|---|---|---|---|
| 1 Month | -7.28% | ||
| 3 Months | -73.98% | ||
| YTD | -52.25% | ||
| 1 Year | -76.99% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.233 | 0.189 |
|---|---|---|
| 1M High / 1M Low: | 0.233 | 0.102 |
| 6M High / 6M Low: | 0.880 | 0.102 |
| High (YTD): | 2024-05-20 | 0.880 |
| Low (YTD): | 2024-08-05 | 0.102 |
| 52W High: | 2023-09-20 | 0.929 |
| 52W Low: | 2024-08-05 | 0.102 |
| Avg. price 1W: | 0.208 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.192 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.441 | |
| Avg. volume 6M: | 76.923 | |
| Avg. price 1Y: | 0.497 | |
| Avg. volume 1Y: | 38.627 | |
| Volatility 1M: | 241.06% | |
| Volatility 6M: | 186.07% | |
| Volatility 1Y: | 153.32% | |
| Volatility 3Y: | - |
