RBI Put 35.9319 OMV 20.09.2024
/ AT0000A33CS4
RBI Put 35.9319 OMV 20.09.2024/ AT0000A33CS4 /
29/07/2024 09:42:12 |
Chg.-0.008 |
Bid10:33:33 |
Ask10:33:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.042EUR |
-16.00% |
0.048 Bid Size: 10,000 |
0.078 Ask Size: 10,000 |
OMV AG |
35.9319 EUR |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
30/03/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
8.98:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-56.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.22 |
Parity: |
-0.33 |
Time value: |
0.08 |
Break-even: |
35.25 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
0.84 |
Spread abs.: |
0.03 |
Spread %: |
65.22% |
Delta: |
-0.23 |
Theta: |
-0.01 |
Omega: |
-13.09 |
Rho: |
-0.01 |
Quote data
Open: |
0.042 |
High: |
0.042 |
Low: |
0.042 |
Previous Close: |
0.050 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.00% |
1 Month |
|
|
+23.53% |
3 Months |
|
|
-70.63% |
YTD |
|
|
-90.48% |
1 Year |
|
|
-90.87% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.063 |
0.040 |
1M High / 1M Low: |
0.063 |
0.023 |
6M High / 6M Low: |
0.378 |
0.023 |
High (YTD): |
17/01/2024 |
0.503 |
Low (YTD): |
05/07/2024 |
0.023 |
52W High: |
12/12/2023 |
0.508 |
52W Low: |
05/07/2024 |
0.023 |
Avg. price 1W: |
|
0.052 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.043 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.148 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.263 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
396.84% |
Volatility 6M: |
|
284.49% |
Volatility 1Y: |
|
213.32% |
Volatility 3Y: |
|
- |