RBI Call/OMV 23-24/ AT0000A33BD8 /
2024-06-07 12:28:22 PM | Chg.+0.016 | Bid5:28:02 PM | Ask5:28:02 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.612EUR | +2.68% | - Bid Size: - |
- Ask Size: - |
OMV AG | 36.4497 EUR | 2024-09-20 | Call |
Master data
WKN: | RC08WG |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | OMV AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 36.45 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: | 7.04 |
Leverage: | Yes |
Calculated values
Fair value: | 0.60 |
---|---|
Intrinsic value: | 0.52 |
Implied volatility: | 0.30 |
Historic volatility: | 0.24 |
Parity: | 0.52 |
Time value: | 0.12 |
Break-even: | 42.30 |
Moneyness: | 1.13 |
Premium: | 0.03 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.03 |
Spread %: | 4.90% |
Delta: | 0.82 |
Theta: | -0.01 |
Omega: | 5.75 |
Rho: | 0.08 |
Quote data
Open: | 0.612 |
---|---|
High: | 0.612 |
Low: | 0.612 |
Previous Close: | 0.596 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -32.15% | ||
---|---|---|---|
1 Month | -38.18% | ||
3 Months | +42.33% | ||
YTD | +24.64% | ||
1 Year | -10.00% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.902 | 0.596 |
---|---|---|
1M High / 1M Low: | 1.060 | 0.596 |
6M High / 6M Low: | 1.060 | 0.364 |
High (YTD): | 2024-05-20 | 1.060 |
Low (YTD): | 2024-01-22 | 0.364 |
52W High: | 2023-09-20 | 1.080 |
52W Low: | 2024-01-22 | 0.364 |
Avg. price 1W: | 0.679 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.901 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.617 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.700 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 139.56% | |
Volatility 6M: | 127.39% | |
Volatility 1Y: | 118.12% | |
Volatility 3Y: | - |