RBI Call/OMV 23-24/ AT0000A33BF3 /
| 2024-06-10 9:25:47 AM | Chg.-0.007 | Bid9:34:17 AM | Ask9:34:17 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.142EUR | -4.70% | 0.147 Bid Size: 10,000 |
0.177 Ask Size: 10,000 |
OMV AG | 43.7397 EUR | 2024-09-20 | Call |
Master data
| WKN: | RC08WJ |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 43.74 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: | 25.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.24 |
| Parity: | -0.28 |
| Time value: | 0.18 |
| Break-even: | 45.38 |
| Moneyness: | 0.94 |
| Premium: | 0.10 |
| Premium p.a.: | 0.40 |
| Spread abs.: | 0.03 |
| Spread %: | 20.00% |
| Delta: | 0.40 |
| Theta: | -0.01 |
| Omega: | 10.07 |
| Rho: | 0.04 |
Quote data
| Open: | 0.135 |
|---|---|
| High: | 0.142 |
| Low: | 0.135 |
| Previous Close: | 0.149 |
| Turnover: | 1,420 |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -34.26% | ||
|---|---|---|---|
| 1 Month | -55.06% | ||
| 3 Months | +24.56% | ||
| YTD | -20.22% | ||
| 1 Year | -55.35% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.216 | 0.143 |
|---|---|---|
| 1M High / 1M Low: | 0.339 | 0.143 |
| 6M High / 6M Low: | 0.339 | 0.108 |
| High (YTD): | 2024-05-20 | 0.339 |
| Low (YTD): | 2024-03-11 | 0.108 |
| 52W High: | 2023-09-20 | 0.573 |
| 52W Low: | 2024-03-11 | 0.108 |
| Avg. price 1W: | 0.164 | |
| Avg. volume 1W: | 625 | |
| Avg. price 1M: | 0.255 | |
| Avg. volume 1M: | 500 | |
| Avg. price 6M: | 0.189 | |
| Avg. volume 6M: | 318.182 | |
| Avg. price 1Y: | 0.288 | |
| Avg. volume 1Y: | 149.573 | |
| Volatility 1M: | 193.67% | |
| Volatility 6M: | 197.69% | |
| Volatility 1Y: | 188.72% | |
| Volatility 3Y: | - |
