RBI Call/OMV 23-25/ AT0000A37918 /
| 02/08/2024 14:30:39 | Chg.+0.001 | Bid17:27:42 | Ask17:27:42 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.175EUR | +0.57% | - 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: | 19.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.16 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.22 |
| Parity: | -0.40 |
| Time value: | 0.20 |
| Break-even: | 44.35 |
| Moneyness: | 0.91 |
| Premium: | 0.15 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.03 |
| Spread %: | 17.54% |
| Delta: | 0.40 |
| Theta: | -0.01 |
| Omega: | 7.92 |
| Rho: | 0.08 |
Quote data
| Open: | 0.167 |
|---|---|
| High: | 0.175 |
| Low: | 0.167 |
| Previous Close: | 0.174 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -12.94% | ||
|---|---|---|---|
| 1 Month | -48.07% | ||
| 3 Months | -50.00% | ||
| YTD | -37.50% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.204 | 0.174 |
|---|---|---|
| 1M High / 1M Low: | 0.366 | 0.174 |
| 6M High / 6M Low: | 0.549 | 0.174 |
| High (YTD): | 20/05/2024 | 0.549 |
| Low (YTD): | 01/08/2024 | 0.174 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.194 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.242 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.332 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 154.87% | |
| Volatility 6M: | 135.17% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
