RBI Put/OMV 23-25/ AT0000A37A81 /
| 06/11/2024 12:06:03 | Chg.+0.008 | Bid17:14:36 | Ask17:14:36 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.236EUR | +3.51% | - Bid Size: - |
- Ask Size: - |
OMV AG | 38.0081 EUR | 21/03/2025 | Put |
Master data
| WKN: | RC1A7L |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 38.01 EUR |
| Maturity: | 21/03/2025 |
| Issue date: | 02/10/2023 |
| Last trading day: | 20/03/2025 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -15.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.20 |
|---|---|
| Intrinsic value: | 0.03 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.21 |
| Parity: | 0.03 |
| Time value: | 0.23 |
| Break-even: | 35.52 |
| Moneyness: | 1.01 |
| Premium: | 0.06 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.03 |
| Spread %: | 12.93% |
| Delta: | -0.46 |
| Theta: | -0.01 |
| Omega: | -6.93 |
| Rho: | -0.07 |
Quote data
| Open: | 0.222 |
|---|---|
| High: | 0.236 |
| Low: | 0.222 |
| Previous Close: | 0.228 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +9.77% | ||
|---|---|---|---|
| 1 Month | +39.65% | ||
| 3 Months | -13.24% | ||
| YTD | -60.07% | ||
| 1 Year | -55.22% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.236 | 0.206 |
|---|---|---|
| 1M High / 1M Low: | 0.236 | 0.169 |
| 6M High / 6M Low: | 0.337 | 0.142 |
| High (YTD): | 22/01/2024 | 0.652 |
| Low (YTD): | 20/05/2024 | 0.142 |
| 52W High: | 22/01/2024 | 0.652 |
| 52W Low: | 20/05/2024 | 0.142 |
| Avg. price 1W: | 0.221 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.206 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.219 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.338 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 129.05% | |
| Volatility 6M: | 156.10% | |
| Volatility 1Y: | 127.98% | |
| Volatility 3Y: | - |
