RBI Call/OMV 23-24/ AT0000A33BC0 /
2024-06-10 9:15:00 AM | Chg.-0.026 | Bid9:30:23 AM | Ask9:30:23 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.752EUR | -3.34% | 0.771 Bid Size: 10,000 |
0.801 Ask Size: 10,000 |
OMV AG | 34.6272 EUR | 2024-09-20 | Call |
Master data
WKN: | RC08WF |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | OMV AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 34.63 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: | 5.59 |
Leverage: | Yes |
Calculated values
Fair value: | 0.78 |
---|---|
Intrinsic value: | 0.72 |
Implied volatility: | 0.32 |
Historic volatility: | 0.24 |
Parity: | 0.72 |
Time value: | 0.09 |
Break-even: | 42.00 |
Moneyness: | 1.19 |
Premium: | 0.02 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.03 |
Spread %: | 3.85% |
Delta: | 0.88 |
Theta: | -0.01 |
Omega: | 4.92 |
Rho: | 0.08 |
Quote data
Open: | 0.752 |
---|---|
High: | 0.752 |
Low: | 0.752 |
Previous Close: | 0.778 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | -31.64% | ||
---|---|---|---|
1 Month | -36.27% | ||
3 Months | +33.33% | ||
YTD | +23.08% | ||
1 Year | -6.70% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.100 | 0.761 |
---|---|---|
1M High / 1M Low: | 1.260 | 0.761 |
6M High / 6M Low: | 1.260 | 0.470 |
High (YTD): | 2024-05-20 | 1.260 |
Low (YTD): | 2024-01-22 | 0.470 |
52W High: | 2024-05-20 | 1.260 |
52W Low: | 2024-01-22 | 0.470 |
Avg. price 1W: | 0.853 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 1.095 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.770 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.843 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 123.34% | |
Volatility 6M: | 111.55% | |
Volatility 1Y: | 104.86% | |
Volatility 3Y: | - |