RBI Call 48 OMV 21.03.2025
/ AT0000A37926
RBI Call 48 OMV 21.03.2025/ AT0000A37926 /
| 2024-05-28 9:15:48 AM |
Chg.+0.012 |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.302EUR |
+4.14% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
48.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A6E |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.25 |
| Parity: |
-0.11 |
| Time value: |
0.34 |
| Break-even: |
51.36 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
9.80% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
7.70 |
| Rho: |
0.18 |
Quote data
| Open: |
0.302 |
| High: |
0.302 |
| Low: |
0.302 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.22% |
| 1 Month |
|
|
+41.12% |
| 3 Months |
|
|
+96.10% |
| YTD |
|
|
+65.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.348 |
0.290 |
| 1M High / 1M Low: |
0.364 |
0.196 |
| 6M High / 6M Low: |
0.364 |
0.127 |
| High (YTD): |
2024-05-14 |
0.364 |
| Low (YTD): |
2024-01-17 |
0.127 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.291 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.207 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.63% |
| Volatility 6M: |
|
148.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
