RBI Call 33.7364 OMV 20.09.2024
/ AT0000A36DM8
RBI Call 33.7364 OMV 20.09.2024/ AT0000A36DM8 /
| 2024-06-10 9:17:17 AM |
Chg.-0.060 |
Bid12:03:08 PM |
Ask12:03:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.791EUR |
-7.05% |
0.829
Bid Size: 10,000 |
0.859
Ask Size: 10,000 |
OMV AG |
33.7364 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
RC1AXM |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.74 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
9.63:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
0.77 |
| Time value: |
0.07 |
| Break-even: |
41.90 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
3.67% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
4.56 |
| Rho: |
0.08 |
Quote data
| Open: |
0.791 |
| High: |
0.791 |
| Low: |
0.791 |
| Previous Close: |
0.851 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.61% |
| 1 Month |
|
|
-32.39% |
| 3 Months |
|
|
+27.58% |
| YTD |
|
|
+24.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.755 |
| 1M High / 1M Low: |
1.260 |
0.755 |
| 6M High / 6M Low: |
1.260 |
0.501 |
| High (YTD): |
2024-05-21 |
1.260 |
| Low (YTD): |
2024-01-17 |
0.501 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.797 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.27% |
| Volatility 6M: |
|
109.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
