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RBI Call 47.3846 OMV 20.09.2024/  AT0000A33BG1  /

EUWAX
2024-06-11  9:19:59 AM Chg.+0.021 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.063EUR +50.00% -
Bid Size: -		 -
Ask Size: -		 OMV AG 47.3846 EUR 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: 47.38 EUR
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 9.12:1
Exercise type: American
Quanto: -
Gearing: 48.73
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -0.62
Time value: 0.09
Break-even: 48.24
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.68
Spread abs.: 0.03
Spread %: 46.88%
Delta: 0.25
Theta: -0.01
Omega: 11.96
Rho: 0.03
 

Quote data

Open: 0.063
High: 0.063
Low: 0.063
Previous Close: 0.042
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+61.54%
1 Month
  -52.63%
3 Months  
+28.57%
YTD
  -36.36%
1 Year
  -66.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.039
1M High / 1M Low: 0.161 0.039
6M High / 6M Low: 0.161 0.039
High (YTD): 2024-05-14 0.161
Low (YTD): 2024-06-05 0.039
52W High: 2023-09-19 0.400
52W Low: 2024-06-05 0.039
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.099
Avg. volume 1M:   0.000
Avg. price 6M:   0.087
Avg. volume 6M:   0.000
Avg. price 1Y:   0.170
Avg. volume 1Y:   0.000
Volatility 1M:   385.46%
Volatility 6M:   279.29%
Volatility 1Y:   250.62%
Volatility 3Y:   -