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RBI Call 45.38 OMV 20.09.2024/  AT0000A33BF3  /

EUWAX
2024-05-28  9:15:20 AM Chg.+0.014 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.252EUR +5.88% -
Bid Size: -		 -
Ask Size: -		 OMV AG 45.38 - 2024-09-20 Call
 

Master data

WKN: RC08WJ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 45.38 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 9.45:1
Exercise type: American
Quanto: -
Gearing: 17.17
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.16
Implied volatility: 0.14
Historic volatility: 0.25
Parity: 0.16
Time value: 0.13
Break-even: 48.11
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 11.58%
Delta: 0.72
Theta: -0.01
Omega: 12.44
Rho: 0.10
 

Quote data

Open: 0.252
High: 0.252
Low: 0.252
Previous Close: 0.238
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.97%
1 Month  
+58.49%
3 Months  
+88.06%
YTD  
+41.57%
1 Year
  -10.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.311 0.238
1M High / 1M Low: 0.343 0.147
6M High / 6M Low: 0.343 0.106
High (YTD): 2024-05-14 0.343
Low (YTD): 2024-03-11 0.106
52W High: 2023-09-20 0.570
52W Low: 2024-03-11 0.106
Avg. price 1W:   0.261
Avg. volume 1W:   0.000
Avg. price 1M:   0.249
Avg. volume 1M:   0.000
Avg. price 6M:   0.186
Avg. volume 6M:   0.000
Avg. price 1Y:   0.284
Avg. volume 1Y:   0.000
Volatility 1M:   281.11%
Volatility 6M:   195.29%
Volatility 1Y:   188.47%
Volatility 3Y:   -