RBI Call/OMV 23-25/ AT0000A37918 /
| 11/10/2024 12:04:43 | Chg.+0.021 | Bid16:59:59 | Ask16:59:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.150EUR | +16.28% | - Bid Size: - |
- Ask Size: - |
OMV AG | 42.4114 EUR | 21/03/2025 | Call |
Master data
| WKN: | RC1A6D |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 42.41 EUR |
| Maturity: | 21/03/2025 |
| Issue date: | 02/10/2023 |
| Last trading day: | 20/03/2025 |
| Ratio: | 9.63:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.22 |
| Parity: | -0.34 |
| Time value: | 0.18 |
| Break-even: | 44.13 |
| Moneyness: | 0.92 |
| Premium: | 0.13 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.03 |
| Spread %: | 20.27% |
| Delta: | 0.39 |
| Theta: | -0.01 |
| Omega: | 8.86 |
| Rho: | 0.06 |
Quote data
| Open: | 0.147 |
|---|---|
| High: | 0.150 |
| Low: | 0.147 |
| Previous Close: | 0.129 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -12.79% | ||
|---|---|---|---|
| 1 Month | +61.29% | ||
| 3 Months | -40.00% | ||
| YTD | -46.43% | ||
| 1 Year | -71.43% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.172 | 0.119 |
|---|---|---|
| 1M High / 1M Low: | 0.172 | 0.070 |
| 6M High / 6M Low: | 0.549 | 0.070 |
| High (YTD): | 20/05/2024 | 0.549 |
| Low (YTD): | 17/09/2024 | 0.070 |
| 52W High: | 16/10/2023 | 0.567 |
| 52W Low: | 17/09/2024 | 0.070 |
| Avg. price 1W: | 0.144 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.109 | |
| Avg. volume 1M: | 454.545 | |
| Avg. price 6M: | 0.265 | |
| Avg. volume 6M: | 121.951 | |
| Avg. price 1Y: | 0.294 | |
| Avg. volume 1Y: | 64.103 | |
| Volatility 1M: | 307.02% | |
| Volatility 6M: | 187.25% | |
| Volatility 1Y: | 160.91% | |
| Volatility 3Y: | - |
