RBI Call/OMV 23-24/ AT0000A36DP1 /
| 2024-06-07 12:28:22 PM | Chg.+0.014 | Bid5:28:02 PM | Ask5:28:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.487EUR | +2.96% | - Bid Size: - |
- Ask Size: - |
OMV AG | 37.592 EUR | 2024-09-20 | Call |
Master data
| WKN: | RC1AXP |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | OMV AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 37.59 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-07-20 |
| Last trading day: | 2024-09-19 |
| Ratio: | 9.63:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.48 |
|---|---|
| Intrinsic value: | 0.37 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.24 |
| Parity: | 0.37 |
| Time value: | 0.14 |
| Break-even: | 42.57 |
| Moneyness: | 1.10 |
| Premium: | 0.03 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.03 |
| Spread %: | 6.16% |
| Delta: | 0.76 |
| Theta: | -0.01 |
| Omega: | 6.33 |
| Rho: | 0.08 |
Quote data
| Open: | 0.487 |
|---|---|
| High: | 0.487 |
| Low: | 0.487 |
| Previous Close: | 0.473 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -25.65% | ||
|---|---|---|---|
| 1 Month | -16.47% | ||
| 3 Months | +44.51% | ||
| YTD | +21.75% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.734 | 0.473 |
|---|---|---|
| 1M High / 1M Low: | 0.880 | 0.473 |
| 6M High / 6M Low: | 0.880 | 0.289 |
| High (YTD): | 2024-05-20 | 0.880 |
| Low (YTD): | 2024-01-22 | 0.289 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.545 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.727 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.499 | |
| Avg. volume 6M: | 13.514 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 172.38% | |
| Volatility 6M: | 137.13% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
