RBI Call/OMV 23-24/  AT0000A36DQ9  /

Wien OS
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:   -