RBI Call 37.592 OMV 20.09.2024
/ AT0000A36DP1
RBI Call 37.592 OMV 20.09.2024/ AT0000A36DP1 /
| 2024-06-07 9:16:51 AM |
Chg.+0.047 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.516EUR |
+10.02% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
37.592 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: |
37.59 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: |
8.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.37 |
| Time value: |
0.14 |
| Break-even: |
42.57 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
6.16% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
6.33 |
| Rho: |
0.08 |
Quote data
| Open: |
0.516 |
| High: |
0.516 |
| Low: |
0.516 |
| Previous Close: |
0.469 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.55% |
| 1 Month |
|
|
-13.13% |
| 3 Months |
|
|
+47.01% |
| YTD |
|
|
+29.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.742 |
0.437 |
| 1M High / 1M Low: |
0.863 |
0.437 |
| 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: |
|
0.559 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.718 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.492 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.97% |
| Volatility 6M: |
|
146.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
