RBI Put/OMV 23-24/ AT0000A36E88 /
11/07/2024 12:03:19 | Chg.-0.001 | Bid17:29:56 | Ask17:29:56 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.103EUR | -0.96% | - Bid Size: - |
- Ask Size: - |
OMV AG | 38.0081 EUR | 20/09/2024 | 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: | 20/09/2024 |
Issue date: | 20/07/2023 |
Last trading day: | 19/09/2024 |
Ratio: | 9.51:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -33.23 |
Leverage: | Yes |
Calculated values
Fair value: | 0.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.30 |
Historic volatility: | 0.22 |
Parity: | -0.19 |
Time value: | 0.13 |
Break-even: | 36.81 |
Moneyness: | 0.95 |
Premium: | 0.08 |
Premium p.a.: | 0.45 |
Spread abs.: | 0.03 |
Spread %: | 31.25% |
Delta: | -0.32 |
Theta: | -0.01 |
Omega: | -10.68 |
Rho: | -0.03 |
Quote data
Open: | 0.103 |
---|---|
High: | 0.103 |
Low: | 0.103 |
Previous Close: | 0.104 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +87.27% | ||
---|---|---|---|
1 Month | +33.77% | ||
3 Months | -56.36% | ||
YTD | -81.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.124 | 0.052 |
---|---|---|
1M High / 1M Low: | 0.160 | 0.052 |
6M High / 6M Low: | 0.609 | 0.052 |
High (YTD): | 22/01/2024 | 0.609 |
Low (YTD): | 05/07/2024 | 0.052 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.080 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.100 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.255 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 418.27% | |
Volatility 6M: | 227.44% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |