RBI Call/OMV 23-24/ AT0000A36DQ9 /
| 2024-07-26 9:15:02 AM | Chg.+0.022 | Bid5:29:37 PM | Ask5:29:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.138EUR | +18.97% | - Bid Size: - |
- Ask Size: - |
OMV AG | 39.5197 EUR | 2024-09-20 | Call |
Master data
| WKN: | RC1AXQ |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 39.52 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: | 23.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.12 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.22 |
| Parity: | -0.07 |
| Time value: | 0.18 |
| Break-even: | 41.21 |
| Moneyness: | 0.98 |
| Premium: | 0.06 |
| Premium p.a.: | 0.48 |
| Spread abs.: | 0.03 |
| Spread %: | 20.69% |
| Delta: | 0.49 |
| Theta: | -0.02 |
| Omega: | 11.23 |
| Rho: | 0.03 |
Quote data
| Open: | 0.138 |
|---|---|
| High: | 0.138 |
| Low: | 0.138 |
| Previous Close: | 0.116 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -20.23% | ||
|---|---|---|---|
| 1 Month | -53.22% | ||
| 3 Months | -62.60% | ||
| YTD | -55.48% | ||
| 1 Year | -73.10% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.173 | 0.116 |
|---|---|---|
| 1M High / 1M Low: | 0.352 | 0.116 |
| 6M High / 6M Low: | 0.683 | 0.116 |
| High (YTD): | 2024-05-20 | 0.683 |
| Low (YTD): | 2024-07-25 | 0.116 |
| 52W High: | 2023-09-20 | 0.792 |
| 52W Low: | 2024-07-25 | 0.116 |
| Avg. price 1W: | 0.143 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.212 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.355 | |
| Avg. volume 6M: | 106.195 | |
| Avg. price 1Y: | 0.429 | |
| Avg. volume 1Y: | 51.724 | |
| Volatility 1M: | 227.56% | |
| Volatility 6M: | 181.75% | |
| Volatility 1Y: | 149.18% | |
| Volatility 3Y: | - |
