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: | - |