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RBI Call 36.4497 OMV 20.09.2024/  AT0000A33BD8  /

EUWAX
2024-06-10  9:16:50 AM Chg.-0.058 Bid11:36:36 AM Ask11:36:36 AM Underlying Strike price Expiration date Option type
0.583EUR -9.05% 0.620
Bid Size: 10,000		 0.650
Ask Size: 10,000		 OMV AG 36.4497 EUR 2024-09-20 Call
 

Master data

WKN: RC08WG
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 36.45 EUR
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 9.12:1
Exercise type: American
Quanto: -
Gearing: 7.04
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.52
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.52
Time value: 0.12
Break-even: 42.30
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 4.90%
Delta: 0.82
Theta: -0.01
Omega: 5.74
Rho: 0.08
 

Quote data

Open: 0.583
High: 0.583
Low: 0.583
Previous Close: 0.641
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.00%
1 Month
  -38.24%
3 Months  
+30.13%
YTD  
+18.74%
1 Year
  -12.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.911 0.555
1M High / 1M Low: 1.040 0.555
6M High / 6M Low: 1.040 0.368
High (YTD): 2024-05-21 1.040
Low (YTD): 2024-01-17 0.368
52W High: 2023-09-19 1.080
52W Low: 2024-01-17 0.368
Avg. price 1W:   0.699
Avg. volume 1W:   0.000
Avg. price 1M:   0.889
Avg. volume 1M:   0.000
Avg. price 6M:   0.610
Avg. volume 6M:   0.000
Avg. price 1Y:   0.693
Avg. volume 1Y:   0.000
Volatility 1M:   159.30%
Volatility 6M:   134.50%
Volatility 1Y:   127.15%
Volatility 3Y:   -