RBI Call/OMV 23-24/ AT0000A33BK3 /
2024-06-10 9:15:00 AM | Chg.-0.027 | Bid5:08:51 PM | Ask5:08:51 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.929EUR | -2.82% | - Bid Size: - |
- Ask Size: - |
OMV AG | 32.8048 EUR | 2024-09-20 | Call |
Master data
WKN: | RC08WN |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | OMV AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 32.80 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: | 4.58 |
Leverage: | Yes |
Calculated values
Fair value: | 0.96 |
---|---|
Intrinsic value: | 0.92 |
Implied volatility: | 0.33 |
Historic volatility: | 0.24 |
Parity: | 0.92 |
Time value: | 0.07 |
Break-even: | 41.80 |
Moneyness: | 1.26 |
Premium: | 0.01 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.03 |
Spread %: | 3.13% |
Delta: | 0.92 |
Theta: | -0.01 |
Omega: | 4.23 |
Rho: | 0.08 |
Quote data
Open: | 0.929 |
---|---|
High: | 0.929 |
Low: | 0.929 |
Previous Close: | 0.956 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -28.54% | ||
---|---|---|---|
1 Month | -32.68% | ||
3 Months | +29.21% | ||
YTD | +24.20% | ||
1 Year | -1.69% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.300 | 0.938 |
---|---|---|
1M High / 1M Low: | 1.460 | 0.938 |
6M High / 6M Low: | 1.460 | 0.597 |
High (YTD): | 2024-05-20 | 1.460 |
Low (YTD): | 2024-01-22 | 0.597 |
52W High: | 2024-05-20 | 1.460 |
52W Low: | 2024-01-22 | 0.597 |
Avg. price 1W: | 1.036 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 1.292 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.937 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.999 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 109.49% | |
Volatility 6M: | 97.38% | |
Volatility 1Y: | 91.50% | |
Volatility 3Y: | - |