RBI Put/OMV 23-25/ AT0000A37A99 /
| 2024-10-04 12:03:45 PM | Chg.-0.056 | Bid5:29:58 PM | Ask5:29:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.364EUR | -13.33% | - Bid Size: - |
- Ask Size: - |
OMV AG | 41.8089 EUR | 2025-03-21 | Put |
Master data
| WKN: | RC1A7M |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 41.81 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2025-03-20 |
| Ratio: | 9.51:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -10.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.25 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.22 |
| Parity: | 0.25 |
| Time value: | 0.16 |
| Break-even: | 37.88 |
| Moneyness: | 1.06 |
| Premium: | 0.04 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 7.83% |
| Delta: | -0.56 |
| Theta: | -0.01 |
| Omega: | -5.59 |
| Rho: | -0.12 |
Quote data
| Open: | 0.365 |
|---|---|
| High: | 0.365 |
| Low: | 0.364 |
| Previous Close: | 0.420 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -30.67% | ||
|---|---|---|---|
| 1 Month | -18.93% | ||
| 3 Months | +17.04% | ||
| YTD | -57.53% | ||
| 1 Year | -37.46% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.525 | 0.375 |
|---|---|---|
| 1M High / 1M Low: | 0.621 | 0.375 |
| 6M High / 6M Low: | 0.621 | 0.284 |
| High (YTD): | 2024-01-22 | 0.940 |
| Low (YTD): | 2024-05-20 | 0.284 |
| 52W High: | 2024-01-22 | 0.940 |
| 52W Low: | 2024-05-20 | 0.284 |
| Avg. price 1W: | 0.457 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.523 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.435 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.586 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 136.12% | |
| Volatility 6M: | 121.45% | |
| Volatility 1Y: | 99.89% | |
| Volatility 3Y: | - |
