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RBI Put 35.9319 OMV 20.09.2024/  AT0000A33CS4  /

EUWAX
8/16/2024  9:15:37 AM Chg.-0.013 Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
0.012EUR -52.00% -
Bid Size: -		 -
Ask Size: -		 OMV AG 35.9319 EUR 9/20/2024 Put
 

Master data

WKN: RC08XW
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Put
Strike price: 35.93 EUR
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 8.98:1
Exercise type: American
Quanto: -
Gearing: -99.11
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.22
Parity: -0.36
Time value: 0.04
Break-even: 35.54
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 1.53
Spread abs.: 0.03
Spread %: 214.29%
Delta: -0.18
Theta: -0.01
Omega: -17.36
Rho: -0.01
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.025
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -76.00%
1 Month
  -76.92%
3 Months
  -73.33%
YTD
  -97.28%
1 Year
  -96.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.019
1M High / 1M Low: 0.100 0.019
6M High / 6M Low: 0.320 0.019
High (YTD): 1/17/2024 0.503
Low (YTD): 8/13/2024 0.019
52W High: 12/12/2023 0.508
52W Low: 8/13/2024 0.019
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.115
Avg. volume 6M:   0.000
Avg. price 1Y:   0.244
Avg. volume 1Y:   0.000
Volatility 1M:   470.51%
Volatility 6M:   333.72%
Volatility 1Y:   245.88%
Volatility 3Y:   -