RBI Call/OMV 23-24/ AT0000A33BG1 /
| 2024-05-31 12:22:53 PM | Chg.+0.011 | Bid5:28:19 PM | Ask5:28:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.075EUR | +17.19% | - Bid Size: - |
- Ask Size: - |
OMV AG | 49.16 - | 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: | 49.16 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-03-30 |
| Last trading day: | 2024-09-19 |
| Ratio: | 9.45:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 51.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.25 |
| Parity: | -0.40 |
| Time value: | 0.09 |
| Break-even: | 50.04 |
| Moneyness: | 0.92 |
| Premium: | 0.10 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.03 |
| Spread %: | 47.62% |
| Delta: | 0.29 |
| Theta: | -0.01 |
| Omega: | 14.96 |
| Rho: | 0.04 |
Quote data
| Open: | 0.070 |
|---|---|
| High: | 0.075 |
| Low: | 0.070 |
| Previous Close: | 0.064 |
| Turnover: | 375 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -26.47% | ||
|---|---|---|---|
| 1 Month | -17.58% | ||
| 3 Months | +8.70% | ||
| YTD | -24.24% | ||
| 1 Year | -49.66% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.116 | 0.064 |
|---|---|---|
| 1M High / 1M Low: | 0.155 | 0.063 |
| 6M High / 6M Low: | 0.155 | 0.045 |
| High (YTD): | 2024-05-20 | 0.155 |
| Low (YTD): | 2024-03-11 | 0.045 |
| 52W High: | 2023-09-20 | 0.399 |
| 52W Low: | 2024-03-11 | 0.045 |
| Avg. price 1W: | 0.096 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.110 | |
| Avg. volume 1M: | 227.273 | |
| Avg. price 6M: | 0.093 | |
| Avg. volume 6M: | 45.455 | |
| Avg. price 1Y: | 0.180 | |
| Avg. volume 1Y: | 21.186 | |
| Volatility 1M: | 304.44% | |
| Volatility 6M: | 238.94% | |
| Volatility 1Y: | 231.09% | |
| Volatility 3Y: | - |
