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RBI Call 49.16 OMV 20.09.2024/  AT0000A33BG1  /

EUWAX
2024-06-05  9:15:54 AM Chg.-0.022 Bid2:19:40 PM Ask2:19:40 PM Underlying Strike price Expiration date Option type
0.039EUR -36.07% 0.052
Bid Size: 10,000		 0.082
Ask Size: 10,000		 OMV AG 49.16 - 2024-09-20 Call
 

Master data

WKN: RC08WK
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 49.16 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 9.45:1
Exercise type: American
Quanto: -
Gearing: 56.16
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.25
Parity: -0.43
Time value: 0.09
Break-even: 49.96
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.42
Spread abs.: 0.03
Spread %: 54.55%
Delta: 0.27
Theta: -0.01
Omega: 15.27
Rho: 0.03
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.061
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.20%
1 Month
  -35.00%
3 Months
  -23.53%
YTD
  -60.61%
1 Year
  -80.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.098 0.060
1M High / 1M Low: 0.161 0.060
6M High / 6M Low: 0.161 0.044
High (YTD): 2024-05-14 0.161
Low (YTD): 2024-03-11 0.044
52W High: 2023-09-19 0.400
52W Low: 2024-03-11 0.044
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   0.089
Avg. volume 6M:   0.000
Avg. price 1Y:   0.173
Avg. volume 1Y:   0.000
Volatility 1M:   328.81%
Volatility 6M:   260.74%
Volatility 1Y:   240.55%
Volatility 3Y:   -