RBI Call 39 OMV 20.09.2024
/ AT0000A36DP1
RBI Call 39 OMV 20.09.2024/ AT0000A36DP1 /
| 2024-05-29 9:16:35 AM |
Chg.-0.024 |
Bid9:20:12 AM |
Ask9:20:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.752EUR |
-3.09% |
0.752
Bid Size: 10,000 |
0.782
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: |
5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
0.79 |
| Time value: |
0.03 |
| Break-even: |
47.15 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
3.82% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.752 |
| High: |
0.752 |
| Low: |
0.752 |
| Previous Close: |
0.776 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.22% |
| 1 Month |
|
|
+50.40% |
| 3 Months |
|
|
+101.61% |
| YTD |
|
|
+88.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.847 |
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: |
|
0.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.716 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.481 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.98% |
| Volatility 6M: |
|
133.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
