RBI Put/OMV 23-24/ AT0000A36E88 /
7/29/2024 12:09:03 PM | Chg.-0.007 | Bid5:01:26 PM | Ask5:01:26 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.105EUR | -6.25% | 0.119 Bid Size: 10,000 |
0.149 Ask Size: 10,000 |
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: | -29.84 |
Leverage: | Yes |
Calculated values
Fair value: | 0.08 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.31 |
Historic volatility: | 0.22 |
Parity: | -0.09 |
Time value: | 0.14 |
Break-even: | 36.71 |
Moneyness: | 0.98 |
Premium: | 0.06 |
Premium p.a.: | 0.45 |
Spread abs.: | 0.03 |
Spread %: | 28.04% |
Delta: | -0.38 |
Theta: | -0.01 |
Omega: | -11.47 |
Rho: | -0.02 |
Quote data
Open: | 0.102 |
---|---|
High: | 0.105 |
Low: | 0.102 |
Previous Close: | 0.112 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | +7.14% | ||
---|---|---|---|
1 Month | +28.05% | ||
3 Months | -48.78% | ||
YTD | -80.63% | ||
1 Year | -80.37% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.136 | 0.098 |
---|---|---|
1M High / 1M Low: | 0.136 | 0.052 |
6M High / 6M Low: | 0.485 | 0.052 |
High (YTD): | 1/22/2024 | 0.609 |
Low (YTD): | 7/5/2024 | 0.052 |
52W High: | 12/7/2023 | 0.610 |
52W Low: | 7/5/2024 | 0.052 |
Avg. price 1W: | 0.115 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.097 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.208 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.338 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 413.93% | |
Volatility 6M: | 234.31% | |
Volatility 1Y: | 175.21% | |
Volatility 3Y: | - |