OverviewChartNewsTraderScreen

RBI Put 38.0081 OMV 20.09.2024/  AT0000A36E88  /

EUWAX
9/3/2024  9:16:40 AM Chg.-0.004 Bid8:00:04 PM Ask8:00:04 PM Underlying Strike price Expiration date Option type
0.017EUR -19.05% -
Bid Size: -		 -
Ask Size: -		 OMV AG 38.0081 EUR 9/20/2024 Put
 

Master data

WKN: RC1AX8
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Put
Strike price: 38.01 EUR
Maturity: 9/20/2024
Issue date: 7/20/2023
Last trading day: 9/19/2024
Ratio: 9.51:1
Exercise type: American
Quanto: -
Gearing: -72.27
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.22
Parity: -0.12
Time value: 0.06
Break-even: 37.47
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 1.48
Spread abs.: 0.03
Spread %: 111.11%
Delta: -0.31
Theta: -0.03
Omega: -22.28
Rho: -0.01
 

Quote data

Open: 0.017
High: 0.017
Low: 0.017
Previous Close: 0.021
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.09%
1 Month
  -86.07%
3 Months
  -77.03%
YTD
  -96.86%
1 Year
  -95.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.037 0.021
1M High / 1M Low: 0.205 0.021
6M High / 6M Low: 0.424 0.021
High (YTD): 1/17/2024 0.615
Low (YTD): 9/2/2024 0.021
52W High: 1/17/2024 0.615
52W Low: 9/2/2024 0.021
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.080
Avg. volume 1M:   0.000
Avg. price 6M:   0.149
Avg. volume 6M:   0.000
Avg. price 1Y:   0.300
Avg. volume 1Y:   0.000
Volatility 1M:   328.16%
Volatility 6M:   276.69%
Volatility 1Y:   207.48%
Volatility 3Y:   -