RBI Call/OMV 23-24/ AT0000A33BF3 /
| 2024-05-28 9:15:00 AM | Chg.-0.014 | Bid5:29:21 PM | Ask5:29:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.252EUR | -5.26% | - Bid Size: - |
- Ask Size: - |
OMV AG | 45.38 - | 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: | 45.38 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-03-30 |
| Last trading day: | 2024-09-19 |
| Ratio: | 9.45:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.16 |
| Implied volatility: | 0.14 |
| Historic volatility: | 0.25 |
| Parity: | 0.16 |
| Time value: | 0.13 |
| Break-even: | 48.11 |
| Moneyness: | 1.03 |
| Premium: | 0.03 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 11.58% |
| Delta: | 0.72 |
| Theta: | -0.01 |
| Omega: | 12.44 |
| Rho: | 0.10 |
Quote data
| Open: | 0.252 |
|---|---|
| High: | 0.252 |
| Low: | 0.252 |
| Previous Close: | 0.266 |
| Turnover: | - |
| Market phase: | OP |
All quotes in EUR
Performance
| 1 Week | -10.00% | ||
|---|---|---|---|
| 1 Month | +50.90% | ||
| 3 Months | +70.27% | ||
| YTD | +41.57% | ||
| 1 Year | -9.03% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.297 | 0.240 |
|---|---|---|
| 1M High / 1M Low: | 0.339 | 0.160 |
| 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: | 0.267 | |
| Avg. volume 1W: | 1,500 | |
| Avg. price 1M: | 0.255 | |
| Avg. volume 1M: | 833.333 | |
| Avg. price 6M: | 0.190 | |
| Avg. volume 6M: | 295.455 | |
| Avg. price 1Y: | 0.291 | |
| Avg. volume 1Y: | 137.131 | |
| Volatility 1M: | 245.01% | |
| Volatility 6M: | 188.60% | |
| Volatility 1Y: | 185.68% | |
| Volatility 3Y: | - |
