RBI Call 39 OMV 20.09.2024
/ AT0000A36DP1
RBI Call 39 OMV 20.09.2024/ AT0000A36DP1 /
| 2024-05-30 9:16:42 AM |
Chg.-0.121 |
Bid5:21:27 PM |
Ask5:21:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.631EUR |
-16.09% |
0.612
Bid Size: 10,000 |
0.642
Ask Size: 10,000 |
OMV AG |
39.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
RC1AXP |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
0.68 |
| Time value: |
0.01 |
| Break-even: |
45.90 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.03 |
| Spread %: |
4.55% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.631 |
| High: |
0.631 |
| Low: |
0.631 |
| Previous Close: |
0.752 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.42% |
| 1 Month |
|
|
-5.68% |
| 3 Months |
|
|
+69.17% |
| YTD |
|
|
+57.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.776 |
0.749 |
| 1M High / 1M Low: |
0.863 |
0.497 |
| 6M High / 6M Low: |
0.863 |
0.292 |
| High (YTD): |
2024-05-21 |
0.863 |
| Low (YTD): |
2024-01-17 |
0.292 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.759 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.728 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.483 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.76% |
| Volatility 6M: |
|
133.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
