RBI Put/OMV 23-24/ AT0000A36E88 /
| 26/06/2024 09:15:00 | Chg.+0.003 | Bid17:27:41 | Ask17:27:41 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.095EUR | +3.26% | - 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: | -32.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.24 |
| Parity: | -0.25 |
| Time value: | 0.13 |
| Break-even: | 36.76 |
| Moneyness: | 0.94 |
| Premium: | 0.09 |
| Premium p.a.: | 0.44 |
| Spread abs.: | 0.03 |
| Spread %: | 29.70% |
| Delta: | -0.30 |
| Theta: | -0.01 |
| Omega: | -9.62 |
| Rho: | -0.03 |
Quote data
| Open: | 0.095 |
|---|---|
| High: | 0.095 |
| Low: | 0.095 |
| Previous Close: | 0.092 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -25.78% | ||
|---|---|---|---|
| 1 Month | +13.10% | ||
| 3 Months | -60.42% | ||
| YTD | -82.47% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.130 | 0.092 |
|---|---|---|
| 1M High / 1M Low: | 0.160 | 0.069 |
| 6M High / 6M Low: | 0.609 | 0.060 |
| High (YTD): | 22/01/2024 | 0.609 |
| Low (YTD): | 20/05/2024 | 0.060 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.119 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.105 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.294 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 287.47% | |
| Volatility 6M: | 175.19% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
